-19.4%
INFY vs SWK
+50.7%
-70.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | +7.1% | +25.5% | -18.4% | +2.7% |
| 3M | -1.0% | +11.8% | -12.8% | -3.2% |
| 6M | +5.9% | +48.7% | -42.8% | -1.8% |
| YTD | -29.5% | +57.2% | -86.7% | -35.6% |
| 1Y | -26.0% | +75.3% | -101.2% | -34.0% |
| 3Y | -19.4% | +51.9% | -71.4% | -31.3% |
| All | -19.4% | +50.7% | -70.1% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling