+26.7%
INFY vs FOXA
+90.1%
-63.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.8% |
| 7D | -9.8% | -3.7% | -6.0% | -8.7% |
| 30D | -13.4% | +5.4% | -18.8% | -15.0% |
| 3M | -7.2% | -3.7% | -3.5% | -7.1% |
| 6M | -20.6% | +12.6% | -33.2% | -24.7% |
| YTD | -37.5% | -10.0% | -27.5% | -36.2% |
| 1Y | -33.4% | +15.0% | -48.4% | -37.4% |
| 3Y | -32.4% | +115.1% | -147.5% | -49.0% |
| 5Y | -45.5% | +93.0% | -138.5% | -58.1% |
| All | +26.7% | +90.1% | -63.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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