+123.5%
INFY vs ESI
+222.6%
-99.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -8.7% | +3.9% | -12.6% | -9.4% |
| 30D | -13.0% | -3.8% | -9.2% | -12.5% |
| 3M | -8.8% | -13.1% | +4.4% | -7.4% |
| 6M | -22.6% | +11.3% | -33.9% | -25.8% |
| YTD | -37.3% | +44.1% | -81.4% | -43.4% |
| 1Y | -33.4% | +40.3% | -73.7% | -39.7% |
| 3Y | -32.3% | +84.1% | -116.4% | -42.9% |
| 5Y | -45.2% | +75.8% | -121.0% | -54.0% |
| 10Y | +80.0% | +320.7% | -240.7% | +24.9% |
| All | +123.5% | +222.6% | -99.1% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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