+83.1%
INFY vs SWK
+0.7%
+82.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.1% |
| 7D | -7.2% | +0.1% | -7.4% | -7.3% |
| 30D | -11.2% | -8.9% | -2.3% | -8.9% |
| 3M | -7.4% | +20.5% | -27.9% | -12.6% |
| 6M | -21.3% | +27.1% | -48.4% | -27.3% |
| YTD | -36.2% | +30.2% | -66.4% | -41.7% |
| 1Y | -31.3% | +24.8% | -56.0% | -36.7% |
| 3Y | -31.1% | +16.3% | -47.4% | -37.8% |
| 5Y | -44.9% | -40.1% | -4.7% | -39.9% |
| 10Y | +83.1% | +0.8% | +82.3% | +54.5% |
| All | +83.1% | +0.7% | +82.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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