+2,524.3%
INFY vs ES
+1,039.5%
+1,484.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -6.2% | -2.0% | -4.3% | -5.6% |
| 3M | -4.9% | +1.7% | -6.6% | -5.5% |
| 6M | -16.6% | -3.5% | -13.0% | -15.9% |
| YTD | -32.9% | +7.9% | -40.8% | -35.2% |
| 1Y | -26.9% | +17.2% | -44.0% | -32.0% |
| 3Y | -26.6% | +29.3% | -55.9% | -35.9% |
| 5Y | -44.1% | -5.7% | -38.3% | -45.7% |
| 10Y | +90.0% | +85.2% | +4.8% | +32.8% |
| All | +2,524.3% | +1,039.5% | +1,484.7% | +776.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling