+2,383.0%
INFY vs BRO
+4,176.9%
-1,793.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -5.4% | -7.3% | +1.9% | -2.5% |
| 30D | -9.9% | -6.9% | -3.0% | -7.3% |
| 3M | -4.6% | +10.7% | -15.2% | -8.1% |
| 6M | -18.5% | -2.7% | -15.8% | -17.7% |
| YTD | -36.5% | -16.3% | -20.2% | -32.5% |
| 1Y | -32.8% | -29.1% | -3.7% | -23.9% |
| 3Y | -32.2% | -7.8% | -24.4% | -32.3% |
| 5Y | -44.7% | +18.7% | -63.4% | -51.3% |
| 10Y | +82.3% | +291.9% | -209.6% | -2.1% |
| All | +2,383.0% | +4,176.9% | -1,793.9% | +852.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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