+2,524.3%
INFY vs D
+979.0%
+1,545.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -2.9% | +1.5% | -4.4% | -3.4% |
| 30D | -6.2% | -2.6% | -3.7% | -5.5% |
| 3M | -4.9% | 0.0% | -4.9% | -5.0% |
| 6M | -16.6% | +7.4% | -23.9% | -18.8% |
| YTD | -32.9% | +15.9% | -48.8% | -36.4% |
| 1Y | -26.9% | +18.1% | -45.0% | -31.2% |
| 3Y | -26.6% | +58.4% | -85.0% | -38.8% |
| 5Y | -44.1% | +5.2% | -49.3% | -47.0% |
| 10Y | +90.0% | +35.9% | +54.1% | +58.1% |
| All | +2,524.3% | +979.0% | +1,545.3% | +2,264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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