+63.2%
INFY vs USFD
+329.0%
-265.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | -2.9% | -3.0% | +0.1% | -2.3% |
| 30D | -6.2% | +3.5% | -9.8% | -7.0% |
| 3M | -4.9% | +26.6% | -31.5% | -9.5% |
| 6M | -16.6% | +11.7% | -28.3% | -18.7% |
| YTD | -32.9% | +38.1% | -71.1% | -38.1% |
| 1Y | -26.9% | +33.4% | -60.3% | -32.1% |
| 3Y | -26.6% | +155.8% | -182.4% | -41.3% |
| 5Y | -44.1% | +214.0% | -258.1% | -58.1% |
| 10Y | +90.0% | +320.4% | -230.4% | +26.8% |
| All | +63.2% | +329.0% | -265.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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