-31.1%
INFY vs COMP
+221.9%
-252.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.5% | -4.6% |
| 7D | -7.2% | +4.1% | -11.3% | -7.5% |
| 30D | -11.2% | -14.5% | +3.4% | -10.1% |
| 3M | -7.4% | +41.8% | -49.2% | -10.3% |
| 6M | -21.3% | +23.6% | -44.8% | -23.2% |
| YTD | -36.2% | +1.7% | -37.9% | -36.9% |
| 1Y | -31.3% | +12.6% | -43.8% | -32.6% |
| 3Y | -31.1% | +221.9% | -252.9% | -41.4% |
| All | -31.1% | +221.9% | -252.9% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling