-40.8%
INFY vs ESTC
-52.1%
+11.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.7% | +2.4% | -4.1% | -2.0% |
| 30D | +7.1% | -4.2% | +11.3% | +7.3% |
| 3M | -1.0% | +2.5% | -3.4% | -2.0% |
| 6M | +5.9% | +81.5% | -75.6% | -3.1% |
| YTD | -29.5% | +16.8% | -46.4% | -32.4% |
| 1Y | -26.0% | -3.5% | -22.5% | -27.5% |
| 3Y | -19.4% | +17.7% | -37.1% | -25.9% |
| All | -40.8% | -52.1% | +11.3% | -43.5% |
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