-3.7%
FISV vs ULTA
+27.7%
-31.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.2% | +5.5% |
| 7D | +29.6% | +6.7% | +23.0% | +28.2% |
| 30D | +34.5% | +21.7% | +12.7% | +30.4% |
| 3M | +11.2% | +21.5% | -10.2% | +7.8% |
| 6M | -1.2% | +27.5% | -28.8% | -5.4% |
| YTD | -7.6% | +9.2% | -16.8% | -9.1% |
| 1Y | -3.7% | +27.9% | -31.6% | -8.7% |
| All | -3.7% | +27.7% | -31.4% | -8.7% |
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