+1,095.4%
INFY vs ELV
+2,512.0%
-1,416.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -1.8% |
| 7D | -9.8% | +0.9% | -10.6% | -10.0% |
| 30D | -13.4% | +7.2% | -20.6% | -15.3% |
| 3M | -7.2% | +3.4% | -10.6% | -8.6% |
| 6M | -20.6% | +48.6% | -69.2% | -30.2% |
| YTD | -37.5% | +20.6% | -58.0% | -41.8% |
| 1Y | -33.4% | +38.5% | -71.9% | -40.9% |
| 3Y | -32.4% | -2.4% | -30.0% | -35.2% |
| 5Y | -45.5% | +25.3% | -70.8% | -53.1% |
| 10Y | +79.7% | +276.7% | -197.1% | +0.3% |
| All | +1,095.4% | +2,512.0% | -1,416.6% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling