+78.9%
INFY vs BG
+166.7%
-87.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | -5.4% | +3.1% | -8.5% | -6.0% |
| 30D | -9.9% | +10.2% | -20.1% | -11.7% |
| 3M | -4.6% | -1.7% | -2.9% | -4.6% |
| 6M | -18.5% | +1.0% | -19.4% | -19.1% |
| YTD | -36.5% | +39.9% | -76.4% | -41.4% |
| 1Y | -32.8% | +53.2% | -86.0% | -39.4% |
| 3Y | -32.2% | +16.3% | -48.5% | -35.8% |
| 5Y | -44.7% | +83.9% | -128.5% | -54.4% |
| All | +78.9% | +166.7% | -87.8% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling