+2,351.6%
INFY vs VMC
+693.9%
+1,657.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.7% |
| 7D | -8.7% | -5.3% | -3.4% | -6.9% |
| 30D | -13.0% | -12.3% | -0.7% | -9.0% |
| 3M | -8.8% | -10.3% | +1.5% | -5.5% |
| 6M | -22.6% | -8.6% | -14.0% | -20.7% |
| YTD | -37.3% | -11.9% | -25.5% | -35.5% |
| 1Y | -33.4% | -13.9% | -19.5% | -31.0% |
| 3Y | -32.3% | +18.2% | -50.5% | -38.5% |
| 5Y | -45.2% | +47.7% | -93.0% | -54.8% |
| 10Y | +80.0% | +152.5% | -72.5% | +11.5% |
| All | +2,351.6% | +693.9% | +1,657.7% | +700.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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