+78.9%
INFY vs TROW
+130.0%
-51.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.9% |
| 7D | -5.4% | -3.2% | -2.2% | -4.2% |
| 30D | -9.9% | -4.6% | -5.2% | -8.1% |
| 3M | -4.6% | -0.7% | -3.9% | -4.6% |
| 6M | -18.5% | +22.2% | -40.7% | -25.1% |
| YTD | -36.5% | +6.6% | -43.2% | -38.4% |
| 1Y | -32.8% | +5.8% | -38.6% | -34.7% |
| 3Y | -32.2% | +11.6% | -43.8% | -36.9% |
| 5Y | -44.7% | -38.9% | -5.8% | -36.1% |
| All | +78.9% | +130.0% | -51.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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