-32.2%
INFY vs UEC
+122.3%
-154.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.6% | +1.6% |
| 7D | -5.4% | -9.4% | +4.1% | -5.2% |
| 30D | -9.9% | -8.0% | -1.8% | -9.7% |
| 3M | -4.6% | -1.7% | -2.9% | -4.7% |
| 6M | -18.5% | -26.1% | +7.7% | -18.0% |
| YTD | -36.5% | -10.5% | -26.0% | -36.9% |
| 1Y | -32.8% | -13.3% | -19.5% | -33.5% |
| 3Y | -32.2% | +116.4% | -148.6% | -37.4% |
| All | -32.2% | +122.3% | -154.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling