+74.6%
INFY vs P
+535.2%
-460.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -1.7% | +11.6% | -13.3% | -3.1% |
| 30D | +7.1% | -23.7% | +30.7% | +10.0% |
| 3M | -1.0% | -8.0% | +7.0% | -1.6% |
| 6M | +5.9% | +27.9% | -22.0% | -1.1% |
| YTD | -29.5% | +61.2% | -90.7% | -37.3% |
| 1Y | -26.0% | +28.6% | -54.6% | -32.4% |
| 3Y | -19.4% | +200.5% | -219.9% | -40.6% |
| 5Y | -40.9% | +282.9% | -323.9% | -59.5% |
| 10Y | +121.9% | +665.9% | -544.0% | +30.0% |
| All | +74.6% | +535.2% | -460.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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