+2,347.1%
INFY vs UDR
+1,385.4%
+961.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -9.8% | -3.4% | -6.4% | -8.5% |
| 30D | -13.4% | -5.4% | -8.0% | -11.5% |
| 3M | -7.2% | -10.0% | +2.7% | -3.3% |
| 6M | -20.6% | -2.5% | -18.1% | -20.0% |
| YTD | -37.5% | -1.1% | -36.3% | -37.3% |
| 1Y | -33.4% | -3.9% | -29.5% | -32.6% |
| 3Y | -32.4% | +3.4% | -35.9% | -34.7% |
| 5Y | -45.5% | -18.9% | -26.6% | -42.8% |
| 10Y | +79.7% | +46.8% | +32.9% | +41.3% |
| All | +2,347.1% | +1,385.4% | +961.7% | +649.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling