-32.2%
INFY vs BROS
+59.1%
-91.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -5.4% | -5.8% | +0.4% | -4.8% |
| 30D | -9.9% | -14.0% | +4.1% | -8.4% |
| 3M | -4.6% | -32.5% | +27.9% | -0.9% |
| 6M | -18.5% | -14.9% | -3.6% | -18.2% |
| YTD | -36.5% | -28.3% | -8.2% | -35.1% |
| 1Y | -32.8% | -34.0% | +1.2% | -30.8% |
| 3Y | -32.2% | +63.0% | -95.2% | -38.2% |
| All | -32.2% | +59.1% | -91.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling