-70.8%
FIS vs ULTA
+65.2%
-136.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | +2.8% | +2.5% | +0.4% | +2.3% |
| 30D | -16.7% | +11.5% | -28.2% | -18.9% |
| 3M | -32.3% | +28.1% | -60.4% | -36.2% |
| 6M | -29.1% | +34.2% | -63.3% | -34.0% |
| YTD | -54.1% | +9.2% | -63.3% | -55.6% |
| 1Y | -53.7% | +23.7% | -77.5% | -56.7% |
| 3Y | -38.8% | +69.2% | -108.0% | -49.3% |
| All | -70.8% | +65.2% | -136.0% | -76.8% |
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