-38.6%
FICO vs ULTA
+6.6%
-45.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -17.9% | -16.8% |
| 7D | -19.2% | +9.0% | -28.2% | -19.8% |
| 30D | -14.6% | +4.6% | -19.2% | -15.0% |
| 3M | -20.1% | +22.0% | -42.1% | -22.0% |
| 6M | -36.3% | -14.7% | -21.6% | -36.7% |
| YTD | -44.9% | -6.8% | -38.1% | -45.9% |
| 1Y | -38.6% | +6.5% | -45.2% | -43.0% |
| All | -38.6% | +6.6% | -45.3% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling