+99.8%
INFY vs URA
-31.1%
+130.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -6.2% | +7.4% | -13.6% | -7.9% |
| 3M | -4.9% | -8.4% | +3.5% | -3.9% |
| 6M | -16.6% | -12.7% | -3.9% | -15.6% |
| YTD | -32.9% | +7.8% | -40.7% | -36.2% |
| 1Y | -26.9% | +19.5% | -46.3% | -33.1% |
| 3Y | -26.6% | +116.4% | -143.0% | -44.8% |
| 5Y | -44.1% | +134.3% | -178.3% | -61.0% |
| 10Y | +90.0% | +359.3% | -269.3% | 0.0% |
| All | +99.8% | -31.1% | +130.9% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling