-19.4%
INFY vs FIVE
+40.0%
-59.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.7% | +2.7% | -4.3% | -2.0% |
| 30D | +7.1% | +12.7% | -5.6% | +5.4% |
| 3M | -1.0% | +2.1% | -3.0% | -1.5% |
| 6M | +5.9% | +17.5% | -11.6% | +3.2% |
| YTD | -29.5% | +31.0% | -60.5% | -32.4% |
| 1Y | -26.0% | +67.7% | -93.7% | -31.1% |
| 3Y | -19.4% | +43.4% | -62.8% | -27.8% |
| All | -19.4% | +40.0% | -59.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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