-18.5%
INFY vs BG
+3.4%
-21.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.4% |
| 7D | -5.4% | +3.1% | -8.5% | -5.3% |
| 30D | -9.9% | +10.2% | -20.1% | -9.9% |
| 3M | -4.6% | -1.7% | -2.9% | -4.6% |
| 6M | -18.5% | +1.0% | -19.4% | -18.3% |
| All | -18.5% | +3.4% | -21.9% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling