+2,396.4%
INFY vs FDS
+2,812.2%
-415.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -3.2% |
| 7D | -7.2% | -5.4% | -1.9% | -5.2% |
| 30D | -11.2% | +1.6% | -12.8% | -11.7% |
| 3M | -7.4% | +17.7% | -25.1% | -13.2% |
| 6M | -21.3% | +29.1% | -50.3% | -29.1% |
| YTD | -36.2% | +1.0% | -37.2% | -37.5% |
| 1Y | -31.3% | -21.6% | -9.6% | -26.6% |
| 3Y | -31.1% | -30.1% | -1.0% | -24.0% |
| 5Y | -44.9% | -20.7% | -24.1% | -42.9% |
| 10Y | +83.1% | +78.3% | +4.8% | +33.9% |
| All | +2,396.4% | +2,812.2% | -415.8% | +704.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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