+78.9%
INFY vs UDR
+47.2%
+31.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -5.4% | -3.5% | -1.9% | -4.2% |
| 30D | -9.9% | -5.3% | -4.5% | -8.1% |
| 3M | -4.6% | -9.5% | +5.0% | -1.0% |
| 6M | -18.5% | -0.7% | -17.8% | -18.4% |
| YTD | -36.5% | -1.2% | -35.4% | -36.3% |
| 1Y | -32.8% | -5.7% | -27.0% | -31.5% |
| 3Y | -32.2% | +3.7% | -35.9% | -34.2% |
| 5Y | -44.7% | -18.9% | -25.7% | -42.0% |
| All | +78.9% | +47.2% | +31.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling