-23.3%
INFY vs VIVK
-100.0%
+76.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -27.5% | +30.0% | +2.6% |
| 7D | +1.2% | -68.7% | +69.9% | +1.3% |
| 30D | +13.8% | -90.0% | +103.8% | +14.0% |
| 3M | -2.9% | -98.1% | +95.2% | -1.4% |
| 6M | +2.2% | -99.9% | +102.1% | +6.5% |
| YTD | -29.8% | -99.9% | +70.1% | -27.5% |
| 1Y | -23.3% | -100.0% | +76.7% | -10.8% |
| All | -23.3% | -100.0% | +76.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling