+2,502.9%
INFY vs FFIV
+5,932.0%
-3,429.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | -1.7% | -0.5% | -1.1% | -1.6% |
| 30D | +7.1% | -32.4% | +39.4% | +15.8% |
| 3M | -1.0% | -25.7% | +24.7% | +4.5% |
| 6M | +5.9% | -13.5% | +19.4% | +7.4% |
| YTD | -29.5% | +21.1% | -50.6% | -34.0% |
| 1Y | -26.0% | +29.4% | -55.4% | -31.8% |
| 3Y | -19.4% | +94.9% | -114.3% | -33.2% |
| 5Y | -40.9% | +34.7% | -75.7% | -47.3% |
| 10Y | +121.9% | +119.0% | +2.8% | +72.8% |
| All | +2,502.9% | +5,932.0% | -3,429.1% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling