+107.2%
FIS vs ULTA
+1,583.0%
-1,475.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -5.3% |
| 7D | -3.5% | +0.7% | -4.1% | -3.6% |
| 30D | -7.8% | -2.8% | -5.0% | -7.4% |
| 3M | +0.8% | +18.7% | -17.8% | -3.0% |
| 6M | -21.9% | -15.0% | -6.9% | -19.8% |
| YTD | -39.5% | -9.2% | -30.3% | -38.8% |
| 1Y | -41.0% | +5.7% | -46.6% | -42.4% |
| 3Y | -23.6% | +32.8% | -56.4% | -30.7% |
| 5Y | -65.6% | +46.0% | -111.6% | -69.9% |
| 10Y | -40.2% | +125.5% | -165.7% | -55.3% |
| All | +107.2% | +1,583.0% | -1,475.8% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling