+2,679.0%
INFY vs FICO
+7,310.8%
-4,631.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.7% |
| 7D | -1.1% | -0.1% | -1.1% | -1.2% |
| 30D | +15.5% | +8.4% | +7.1% | +12.0% |
| 3M | -1.1% | -30.5% | +29.4% | +7.0% |
| 6M | -1.3% | -35.7% | +34.4% | +8.8% |
| YTD | -29.0% | -57.2% | +28.2% | -12.4% |
| 1Y | -23.3% | -58.4% | +35.1% | -4.7% |
| 3Y | -17.8% | -24.8% | +7.0% | -20.4% |
| 5Y | -39.4% | +79.3% | -118.7% | -58.0% |
| 10Y | +123.2% | +531.6% | -408.5% | -3.8% |
| All | +2,679.0% | +7,310.8% | -4,631.8% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling