+78.9%
INFY vs URA
+346.2%
-267.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.7% | +2.0% |
| 7D | -5.4% | -5.5% | +0.1% | -4.5% |
| 30D | -9.9% | -3.7% | -6.2% | -9.4% |
| 3M | -4.6% | -2.9% | -1.7% | -4.7% |
| 6M | -18.5% | -15.2% | -3.2% | -17.2% |
| YTD | -36.5% | +1.9% | -38.4% | -38.6% |
| 1Y | -32.8% | +6.9% | -39.7% | -36.4% |
| 3Y | -32.2% | +99.6% | -131.8% | -46.8% |
| 5Y | -44.7% | +101.2% | -145.8% | -58.6% |
| All | +78.9% | +346.2% | -267.3% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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