+2,383.0%
INFY vs VTR
+4,083.0%
-1,700.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | -9.9% | +1.1% | -11.0% | -10.1% |
| 3M | -4.6% | +7.9% | -12.5% | -6.3% |
| 6M | -18.5% | +6.2% | -24.6% | -19.9% |
| YTD | -36.5% | +17.7% | -54.3% | -39.3% |
| 1Y | -32.8% | +32.9% | -65.6% | -37.7% |
| 3Y | -32.2% | +129.7% | -161.9% | -45.8% |
| 5Y | -44.7% | +89.3% | -134.0% | -54.3% |
| 10Y | +82.3% | +99.1% | -16.8% | +35.8% |
| All | +2,383.0% | +4,083.0% | -1,700.0% | +1,220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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