+458.5%
FSLR vs INFY
+80.1%
+378.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | +2.2% | -5.4% | +7.6% | +4.0% |
| 30D | -7.8% | -9.9% | +2.0% | -4.8% |
| 3M | -22.9% | -4.6% | -18.3% | -22.6% |
| 6M | +4.4% | -18.5% | +22.8% | +9.6% |
| YTD | -20.0% | -36.5% | +16.6% | -8.8% |
| 1Y | +2.8% | -32.8% | +35.6% | +13.6% |
| 3Y | +16.5% | -32.2% | +48.7% | +25.4% |
| 5Y | +110.3% | -44.7% | +154.9% | +140.9% |
| All | +458.5% | +80.1% | +378.4% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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