+78.9%
INFY vs EXEL
+375.2%
-296.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +1.7% |
| 7D | -5.4% | -4.9% | -0.5% | -4.9% |
| 30D | -9.9% | +11.4% | -21.2% | -11.0% |
| 3M | -4.6% | +4.9% | -9.5% | -5.2% |
| 6M | -18.5% | +34.4% | -52.9% | -21.3% |
| YTD | -36.5% | +28.0% | -64.6% | -38.5% |
| 1Y | -32.8% | +43.6% | -76.4% | -35.8% |
| 3Y | -32.2% | +155.2% | -187.4% | -40.1% |
| 5Y | -44.7% | +181.2% | -225.8% | -52.2% |
| All | +78.9% | +375.2% | -296.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling