-45.5%
INFY vs FFIV
+95.0%
-140.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -9.8% | +1.6% | -11.4% | -10.2% |
| 30D | -13.4% | -3.7% | -9.7% | -12.6% |
| 3M | -7.2% | +2.0% | -9.2% | -8.7% |
| 6M | -20.6% | +39.3% | -59.9% | -30.0% |
| YTD | -37.5% | +56.1% | -93.6% | -47.0% |
| 1Y | -33.4% | +22.0% | -55.3% | -38.9% |
| 3Y | -32.4% | +148.2% | -180.6% | -52.9% |
| 5Y | -45.5% | +96.3% | -141.8% | -59.7% |
| All | -45.5% | +95.0% | -140.5% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling