+78.0%
INFY vs ELF
+317.0%
-239.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.3% |
| 7D | -8.7% | -6.8% | -1.9% | -7.9% |
| 30D | -13.0% | +5.1% | -18.1% | -13.6% |
| 3M | -8.8% | +79.8% | -88.5% | -15.8% |
| 6M | -22.6% | +29.7% | -52.3% | -25.8% |
| YTD | -37.3% | +31.6% | -69.0% | -40.3% |
| 1Y | -33.4% | -27.9% | -5.5% | -32.4% |
| 3Y | -32.3% | -26.4% | -5.9% | -35.7% |
| 5Y | -45.2% | +235.6% | -280.8% | -60.9% |
| All | +78.0% | +317.0% | -239.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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