-23.3%
INFY vs BG
+7.2%
-30.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.7% |
| 7D | +1.2% | -3.8% | +5.0% | +1.1% |
| 30D | +13.8% | -9.6% | +23.4% | +13.3% |
| 3M | -2.9% | -8.5% | +5.7% | -3.4% |
| 6M | +2.2% | -23.0% | +25.2% | +0.4% |
| YTD | -29.8% | +10.9% | -40.7% | -33.5% |
| 1Y | -23.3% | +6.0% | -29.2% | -26.7% |
| All | -23.3% | +7.2% | -30.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling