+66.2%
INFY vs P
+485.4%
-419.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.4% |
| 7D | -2.9% | +6.5% | -9.4% | -3.8% |
| 30D | -6.2% | +18.8% | -25.1% | -9.0% |
| 3M | -4.9% | +26.7% | -31.7% | -9.3% |
| 6M | -16.6% | +62.2% | -78.8% | -24.3% |
| YTD | -32.9% | +48.5% | -81.4% | -38.7% |
| 1Y | -26.9% | +26.4% | -53.3% | -32.4% |
| 3Y | -26.6% | +159.4% | -186.0% | -43.7% |
| 5Y | -44.1% | +275.8% | -319.9% | -61.1% |
| 10Y | +90.0% | +732.0% | -642.0% | +13.9% |
| All | +66.2% | +485.4% | -419.1% | -2.1% |
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