+268.8%
FISV vs ULTA
+1,541.3%
-1,272.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -7.2% | -3.9% | -3.4% | -6.4% |
| 30D | -7.2% | -1.1% | -6.1% | -7.1% |
| 3M | -8.2% | +13.8% | -21.9% | -11.0% |
| 6M | -17.7% | -17.2% | -0.5% | -15.0% |
| YTD | -27.2% | -11.5% | -15.7% | -25.9% |
| 1Y | -63.0% | +3.9% | -66.9% | -63.6% |
| 3Y | -59.8% | +29.5% | -89.2% | -63.2% |
| 5Y | -55.8% | +42.9% | -98.7% | -61.1% |
| 10Y | -2.4% | +124.4% | -126.8% | -26.7% |
| All | +268.8% | +1,541.3% | -1,272.5% | +46.2% |
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