+2,351.6%
INFY vs VSH
+570.1%
+1,781.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -8.7% | +3.5% | -12.2% | -9.8% |
| 30D | -13.0% | -4.4% | -8.6% | -12.2% |
| 3M | -8.8% | -45.8% | +37.0% | +5.3% |
| 6M | -22.6% | +90.1% | -112.7% | -43.7% |
| YTD | -37.3% | +120.3% | -157.7% | -57.0% |
| 1Y | -33.4% | +112.2% | -145.6% | -54.2% |
| 3Y | -32.3% | +36.6% | -68.9% | -49.1% |
| 5Y | -45.2% | +67.0% | -112.3% | -62.7% |
| 10Y | +80.0% | +179.5% | -99.5% | -7.1% |
| All | +2,351.6% | +570.1% | +1,781.5% | +800.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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