+2,396.4%
INFY vs M
+124.1%
+2,272.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -4.3% |
| 7D | -7.2% | +2.4% | -9.6% | -7.7% |
| 30D | -11.2% | -11.6% | +0.4% | -8.9% |
| 3M | -7.4% | +1.6% | -9.0% | -8.1% |
| 6M | -21.3% | +25.2% | -46.5% | -25.5% |
| YTD | -36.2% | +3.8% | -39.9% | -37.4% |
| 1Y | -31.3% | +36.3% | -67.6% | -36.6% |
| 3Y | -31.1% | +116.3% | -147.4% | -45.9% |
| 5Y | -44.9% | +28.2% | -73.0% | -55.0% |
| 10Y | +83.1% | -3.4% | +86.5% | +30.4% |
| All | +2,396.4% | +124.1% | +2,272.3% | +1,164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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