+78.9%
INFY vs FFIV
+249.4%
-170.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.9% | +0.4% |
| 7D | -5.4% | +5.4% | -10.8% | -7.0% |
| 30D | -9.9% | -2.7% | -7.2% | -9.3% |
| 3M | -4.6% | +4.5% | -9.1% | -6.7% |
| 6M | -18.5% | +42.2% | -60.7% | -28.1% |
| YTD | -36.5% | +61.3% | -97.8% | -46.4% |
| 1Y | -32.8% | +23.0% | -55.8% | -38.3% |
| 3Y | -32.2% | +156.3% | -188.5% | -51.9% |
| 5Y | -44.7% | +102.9% | -147.5% | -58.5% |
| All | +78.9% | +249.4% | -170.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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