-65.0%
FIS vs ULTA
+44.7%
-109.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | -7.9% | -3.1% | -4.8% | -7.3% |
| 30D | -8.0% | +2.8% | -10.8% | -8.6% |
| 3M | +0.6% | +14.8% | -14.2% | -2.6% |
| 6M | -22.2% | -16.2% | -6.0% | -19.8% |
| YTD | -40.8% | -9.6% | -31.2% | -40.1% |
| 1Y | -41.5% | +4.8% | -46.3% | -43.0% |
| 3Y | -25.5% | +30.7% | -56.2% | -33.5% |
| All | -65.0% | +44.7% | -109.7% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling