-31.1%
INFY vs BURL
+64.3%
-95.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.1% | -4.4% |
| 7D | -7.2% | -2.6% | -4.7% | -6.9% |
| 30D | -11.2% | -30.8% | +19.6% | -6.8% |
| 3M | -7.4% | -18.7% | +11.3% | -5.0% |
| 6M | -21.3% | -16.4% | -4.8% | -19.8% |
| YTD | -36.2% | -11.6% | -24.6% | -35.6% |
| 1Y | -31.3% | -12.0% | -19.3% | -30.8% |
| 3Y | -31.1% | +63.6% | -94.7% | -37.0% |
| All | -31.1% | +64.3% | -95.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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