-42.6%
INFY vs BTDR
+15.3%
-57.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | 0.0% |
| 7D | -9.8% | -3.2% | -6.6% | -9.7% |
| 30D | -13.4% | +32.7% | -46.1% | -14.0% |
| 3M | -7.2% | -28.4% | +21.2% | -6.7% |
| 6M | -20.6% | +51.7% | -72.3% | -22.2% |
| YTD | -37.5% | +2.9% | -40.3% | -38.1% |
| 1Y | -33.4% | -15.5% | -17.9% | -34.1% |
| 3Y | -32.4% | 0.0% | -32.4% | -35.4% |
| 5Y | -45.5% | +16.5% | -61.9% | -47.3% |
| All | -42.6% | +15.3% | -57.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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