+2,656.6%
INFY vs M
+148.7%
+2,507.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -1.7% | +7.0% | -8.7% | -3.2% |
| 30D | +7.1% | +8.9% | -1.9% | +4.9% |
| 3M | -1.0% | +4.5% | -5.5% | -2.3% |
| 6M | +5.9% | +36.2% | -30.3% | -1.8% |
| YTD | -29.5% | +15.1% | -44.7% | -32.7% |
| 1Y | -26.0% | +27.4% | -53.4% | -30.8% |
| 3Y | -19.4% | +160.1% | -179.6% | -39.2% |
| 5Y | -40.9% | -1.6% | -39.4% | -48.3% |
| 10Y | +121.9% | -7.7% | +129.5% | +61.8% |
| All | +2,656.6% | +148.7% | +2,507.9% | +1,260.3% |
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