+2,347.1%
INFY vs OMC
+333.2%
+2,013.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -9.8% | -6.2% | -3.5% | -6.8% |
| 30D | -13.4% | -7.6% | -5.9% | -10.0% |
| 3M | -7.2% | +7.4% | -14.6% | -10.4% |
| 6M | -20.6% | +0.1% | -20.8% | -20.6% |
| YTD | -37.5% | +0.4% | -37.9% | -38.2% |
| 1Y | -33.4% | +7.8% | -41.1% | -37.0% |
| 3Y | -32.4% | +11.8% | -44.3% | -39.4% |
| 5Y | -45.5% | +32.5% | -77.9% | -56.8% |
| 10Y | +79.7% | +34.2% | +45.4% | +28.9% |
| All | +2,347.1% | +333.2% | +2,013.9% | +748.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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