+78.9%
INFY vs DGX
+255.3%
-176.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | -5.4% | -0.9% | -4.5% | -5.1% |
| 30D | -9.9% | -1.2% | -8.7% | -9.5% |
| 3M | -4.6% | +15.8% | -20.3% | -9.2% |
| 6M | -18.5% | +18.2% | -36.6% | -23.0% |
| YTD | -36.5% | +37.2% | -73.7% | -43.1% |
| 1Y | -32.8% | +30.4% | -63.1% | -38.9% |
| 3Y | -32.2% | +96.7% | -128.9% | -47.9% |
| 5Y | -44.7% | +67.2% | -111.8% | -55.5% |
| All | +78.9% | +255.3% | -176.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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