+78.9%
INFY vs CAPR
-78.4%
+157.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.5% |
| 7D | -5.4% | -11.0% | +5.6% | -5.2% |
| 30D | -9.9% | +99.8% | -109.6% | -11.2% |
| 3M | -4.6% | -66.6% | +62.0% | -4.0% |
| 6M | -18.5% | -75.1% | +56.6% | -17.6% |
| YTD | -36.5% | -71.0% | +34.5% | -36.1% |
| 1Y | -32.8% | +30.0% | -62.7% | -37.0% |
| 3Y | -32.2% | +29.0% | -61.2% | -38.9% |
| 5Y | -44.7% | +70.8% | -115.5% | -51.4% |
| All | +78.9% | -78.4% | +157.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling