-44.6%
INFY vs REPL
-59.3%
+14.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.5% |
| 7D | -5.4% | -14.1% | +8.7% | -5.2% |
| 30D | -9.9% | -15.2% | +5.4% | -9.7% |
| 3M | -4.6% | +49.9% | -54.5% | -5.6% |
| 6M | -18.5% | +63.5% | -82.0% | -20.4% |
| YTD | -36.5% | +32.9% | -69.5% | -37.8% |
| 1Y | -32.8% | +115.0% | -147.7% | -36.0% |
| 3Y | -32.2% | -34.7% | +2.5% | -36.0% |
| All | -44.6% | -59.3% | +14.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling