+2,347.1%
INFY vs BB
+402.7%
+1,944.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | -9.8% | -2.1% | -7.7% | -9.5% |
| 30D | -13.4% | -16.0% | +2.6% | -11.0% |
| 3M | -7.2% | -14.5% | +7.3% | -6.4% |
| 6M | -20.6% | +118.6% | -139.2% | -32.5% |
| YTD | -37.5% | +98.9% | -136.4% | -45.9% |
| 1Y | -33.4% | +99.5% | -132.8% | -42.9% |
| 3Y | -32.4% | +65.4% | -97.8% | -43.5% |
| 5Y | -45.5% | -27.6% | -17.8% | -49.5% |
| 10Y | +79.7% | -0.4% | +80.1% | +28.6% |
| All | +2,347.1% | +402.7% | +1,944.4% | +738.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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