-40.9%
INFY vs ES
+6.0%
-46.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -4.0% | -1.1% | -2.9% | -3.8% |
| 30D | +7.8% | +8.2% | -0.4% | +6.5% |
| 3M | +0.1% | +0.6% | -0.5% | -0.1% |
| 6M | +4.2% | +6.0% | -1.8% | +3.3% |
| YTD | -29.5% | +9.3% | -38.9% | -30.6% |
| 1Y | -26.5% | +1.1% | -27.7% | -27.0% |
| 3Y | -19.8% | +51.9% | -71.7% | -27.6% |
| 5Y | -40.9% | +6.5% | -47.4% | -40.5% |
| All | -40.9% | +6.0% | -46.9% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling