+142.4%
INFY vs CAPR
-99.1%
+241.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.8% |
| 7D | -7.2% | -9.5% | +2.2% | -7.1% |
| 30D | -11.2% | +121.5% | -132.7% | -12.4% |
| 3M | -7.4% | -65.4% | +58.0% | -7.0% |
| 6M | -21.3% | -67.5% | +46.3% | -20.9% |
| YTD | -36.2% | -68.6% | +32.4% | -35.9% |
| 1Y | -31.3% | +42.7% | -73.9% | -34.9% |
| 3Y | -31.1% | +43.4% | -74.4% | -36.2% |
| 5Y | -44.9% | +86.0% | -130.9% | -49.7% |
| 10Y | +83.1% | -77.4% | +160.5% | +59.8% |
| All | +142.4% | -99.1% | +241.4% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling