-32.2%
INFY vs UL
+20.7%
-52.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.4% |
| 7D | -5.4% | -3.4% | -2.0% | -4.8% |
| 30D | -9.9% | +0.5% | -10.3% | -9.9% |
| 3M | -4.6% | +7.2% | -11.8% | -5.1% |
| 6M | -18.5% | -3.1% | -15.4% | -18.4% |
| YTD | -36.5% | -2.7% | -33.8% | -36.7% |
| 1Y | -32.8% | -10.2% | -22.5% | -32.5% |
| 3Y | -32.2% | +20.3% | -52.5% | -34.4% |
| All | -32.2% | +20.7% | -52.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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