+35.8%
INFY vs ESTC
+26.3%
+9.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.3% |
| 7D | -7.2% | -4.3% | -3.0% | -6.6% |
| 30D | -11.2% | +17.7% | -28.9% | -13.8% |
| 3M | -7.4% | +42.3% | -49.7% | -12.8% |
| 6M | -21.3% | +64.6% | -85.8% | -27.8% |
| YTD | -36.2% | +17.2% | -53.4% | -38.7% |
| 1Y | -31.3% | -4.2% | -27.1% | -32.3% |
| 3Y | -31.1% | +13.5% | -44.6% | -37.0% |
| 5Y | -44.9% | -45.5% | +0.7% | -45.8% |
| All | +35.8% | +26.3% | +9.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling