+369.5%
INFY vs FLR
+579.2%
-209.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | -5.4% | -3.5% | -1.9% | -4.7% |
| 30D | -9.9% | +4.2% | -14.0% | -10.8% |
| 3M | -4.6% | +8.1% | -12.6% | -7.4% |
| 6M | -18.5% | +21.5% | -40.0% | -24.0% |
| YTD | -36.5% | +36.8% | -73.3% | -42.6% |
| 1Y | -32.8% | +31.2% | -64.0% | -39.0% |
| 3Y | -32.2% | +53.9% | -86.1% | -43.5% |
| 5Y | -44.7% | +243.0% | -287.7% | -63.6% |
| 10Y | +82.3% | +18.8% | +63.5% | +28.8% |
| All | +369.5% | +579.2% | -209.7% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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