-25.6%
FIS vs ULTA
+28.6%
-54.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -8.9% | -3.9% | -5.0% | -8.3% |
| 30D | -9.9% | -1.1% | -8.9% | -9.8% |
| 3M | 0.0% | +13.8% | -13.8% | -2.3% |
| 6M | -22.9% | -17.2% | -5.7% | -20.9% |
| YTD | -40.9% | -11.5% | -29.4% | -40.1% |
| 1Y | -40.4% | +3.9% | -44.3% | -41.5% |
| All | -25.6% | +28.6% | -54.2% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling