+78.9%
INFY vs NSC
+332.1%
-253.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | -5.4% | -2.8% | -2.6% | -4.4% |
| 30D | -9.9% | -4.5% | -5.3% | -8.5% |
| 3M | -4.6% | +3.5% | -8.1% | -6.0% |
| 6M | -18.5% | +8.5% | -27.0% | -21.4% |
| YTD | -36.5% | +12.3% | -48.9% | -39.7% |
| 1Y | -32.8% | +18.9% | -51.7% | -37.5% |
| 3Y | -32.2% | +74.1% | -106.3% | -46.5% |
| 5Y | -44.7% | +43.9% | -88.6% | -53.9% |
| All | +78.9% | +332.1% | -253.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling