+227.5%
INFY vs EXEL
+268.9%
-41.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -8.7% | -0.3% | -8.3% | -8.6% |
| 30D | -13.0% | +10.1% | -23.1% | -14.3% |
| 3M | -8.8% | +10.1% | -18.8% | -10.2% |
| 6M | -22.6% | +37.7% | -60.2% | -26.5% |
| YTD | -37.3% | +33.1% | -70.4% | -40.2% |
| 1Y | -33.4% | +52.4% | -85.7% | -37.9% |
| 3Y | -32.3% | +163.8% | -196.1% | -43.1% |
| 5Y | -45.2% | +198.5% | -243.8% | -55.4% |
| 10Y | +80.0% | +386.9% | -306.9% | +23.9% |
| All | +227.5% | +268.9% | -41.4% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling