+2,351.6%
INFY vs UL
+539.8%
+1,811.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -8.7% | -3.2% | -5.5% | -7.6% |
| 30D | -13.0% | -0.6% | -12.4% | -12.8% |
| 3M | -8.8% | +9.4% | -18.2% | -11.6% |
| 6M | -22.6% | -4.1% | -18.4% | -21.6% |
| YTD | -37.3% | -2.0% | -35.4% | -37.3% |
| 1Y | -33.4% | -9.0% | -24.4% | -31.7% |
| 3Y | -32.3% | +21.8% | -54.1% | -38.2% |
| 5Y | -45.2% | +20.6% | -65.8% | -50.8% |
| 10Y | +80.0% | +67.7% | +12.3% | +40.1% |
| All | +2,351.6% | +539.8% | +1,811.7% | +1,772.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling