-26.6%
INFY vs FICO
+3.0%
-29.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -16.7% | +13.5% | +0.2% |
| 7D | -2.9% | -19.2% | +16.3% | +1.1% |
| 30D | -6.2% | -14.6% | +8.3% | -3.6% |
| 3M | -4.9% | -20.1% | +15.2% | -0.8% |
| 6M | -16.6% | -36.3% | +19.7% | -10.8% |
| YTD | -32.9% | -44.9% | +11.9% | -27.3% |
| 1Y | -26.9% | -38.6% | +11.8% | -22.2% |
| All | -26.6% | +3.0% | -29.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 3y: compounded portfolio wealth divided by compounded FICO 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…
3y analysis · Full analysis span regression · 6 months rolling