-44.6%
INFY vs ESTC
-47.6%
+3.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -5.4% | -9.2% | +3.8% | -4.1% |
| 30D | -9.9% | +8.1% | -17.9% | -11.1% |
| 3M | -4.6% | +38.5% | -43.0% | -9.2% |
| 6M | -18.5% | +57.8% | -76.2% | -23.9% |
| YTD | -36.5% | +10.5% | -47.1% | -38.4% |
| 1Y | -32.8% | -6.4% | -26.4% | -33.6% |
| 3Y | -32.2% | +4.7% | -36.9% | -36.5% |
| All | -44.6% | -47.6% | +3.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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