+233.9%
INFY vs FIVE
+868.1%
-634.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -4.1% |
| 7D | -2.9% | +4.3% | -7.2% | -3.6% |
| 30D | -6.2% | +12.5% | -18.8% | -8.3% |
| 3M | -4.9% | +31.2% | -36.1% | -9.6% |
| 6M | -16.6% | +14.4% | -31.0% | -19.2% |
| YTD | -32.9% | +33.9% | -66.8% | -36.8% |
| 1Y | -26.9% | +65.1% | -91.9% | -33.8% |
| 3Y | -26.6% | +49.0% | -75.5% | -35.3% |
| 5Y | -44.1% | +30.3% | -74.4% | -50.9% |
| 10Y | +90.0% | +481.1% | -391.1% | +28.3% |
| All | +233.9% | +868.1% | -634.2% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling