-27.6%
INFY vs EXE
+188.3%
-215.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -9.8% | -2.2% | -7.6% | -9.6% |
| 30D | -13.4% | -0.8% | -12.6% | -13.3% |
| 3M | -7.2% | +10.0% | -17.3% | -8.2% |
| 6M | -20.6% | -6.3% | -14.3% | -20.2% |
| YTD | -37.5% | -10.7% | -26.8% | -36.9% |
| 1Y | -33.4% | +2.7% | -36.0% | -33.9% |
| 3Y | -32.4% | +19.1% | -51.5% | -34.5% |
| 5Y | -45.5% | +105.4% | -150.9% | -50.7% |
| All | -27.6% | +188.3% | -215.9% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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