+78.9%
INFY vs ELV
+280.2%
-201.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | -5.4% | +3.2% | -8.6% | -6.1% |
| 30D | -9.9% | +5.4% | -15.2% | -11.0% |
| 3M | -4.6% | +5.4% | -9.9% | -6.1% |
| 6M | -18.5% | +45.7% | -64.2% | -26.1% |
| YTD | -36.5% | +21.2% | -57.7% | -40.1% |
| 1Y | -32.8% | +35.6% | -68.4% | -38.6% |
| 3Y | -32.2% | -2.0% | -30.2% | -34.3% |
| 5Y | -44.7% | +26.0% | -70.7% | -51.8% |
| All | +78.9% | +280.2% | -201.3% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling