+748.9%
INFY vs BG
+1,169.9%
-420.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | -5.4% | +3.1% | -8.5% | -6.2% |
| 30D | -9.9% | +10.2% | -20.1% | -12.3% |
| 3M | -4.6% | -1.7% | -2.9% | -4.7% |
| 6M | -18.5% | +1.0% | -19.4% | -19.4% |
| YTD | -36.5% | +39.9% | -76.4% | -42.7% |
| 1Y | -32.8% | +53.2% | -86.0% | -41.1% |
| 3Y | -32.2% | +16.3% | -48.5% | -37.1% |
| 5Y | -44.7% | +83.9% | -128.5% | -56.1% |
| 10Y | +82.3% | +165.1% | -82.8% | +21.4% |
| All | +748.9% | +1,169.9% | -420.9% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling