-23.1%
INFY vs COMP
-53.0%
+29.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +2.2% |
| 7D | +5.5% | +7.2% | -1.7% | +4.7% |
| 30D | +17.3% | +6.4% | +10.9% | +16.4% |
| 3M | +0.2% | -19.4% | +19.7% | +1.7% |
| 6M | +0.3% | +14.6% | -14.3% | -1.6% |
| YTD | -27.8% | -5.5% | -22.3% | -28.5% |
| 1Y | -23.3% | +13.7% | -36.9% | -25.1% |
| 3Y | -17.8% | +409.7% | -427.5% | -31.6% |
| 5Y | -37.5% | -17.0% | -20.5% | -43.8% |
| All | -23.1% | -53.0% | +29.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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