+78.9%
INFY vs ULTA
+132.3%
-53.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | -5.4% | -3.1% | -2.3% | -4.7% |
| 30D | -9.9% | +2.8% | -12.7% | -10.5% |
| 3M | -4.6% | +14.8% | -19.3% | -7.5% |
| 6M | -18.5% | -16.2% | -2.2% | -15.9% |
| YTD | -36.5% | -9.6% | -26.9% | -35.6% |
| 1Y | -32.8% | +4.8% | -37.5% | -34.1% |
| 3Y | -32.2% | +30.7% | -62.9% | -38.2% |
| 5Y | -44.7% | +45.9% | -90.6% | -51.7% |
| All | +78.9% | +132.3% | -53.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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