-33.4%
INFY vs ES
+12.7%
-46.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -9.8% | -3.5% | -6.3% | -9.7% |
| 30D | -13.4% | -3.0% | -10.4% | -13.3% |
| 3M | -7.2% | -0.3% | -7.0% | -6.7% |
| 6M | -20.6% | -5.2% | -15.4% | -20.1% |
| YTD | -37.5% | +4.8% | -42.2% | -37.0% |
| 1Y | -33.4% | +12.7% | -46.1% | -30.0% |
| All | -33.4% | +12.7% | -46.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling