+302.3%
NEM vs INFY
+80.1%
+222.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | -1.0% | -5.4% | +4.4% | -0.3% |
| 30D | +7.8% | -9.9% | +17.7% | +9.3% |
| 3M | +30.2% | -4.6% | +34.8% | +30.5% |
| 6M | +9.6% | -18.5% | +28.1% | +12.1% |
| YTD | +27.8% | -36.5% | +64.4% | +35.3% |
| 1Y | +60.7% | -32.8% | +93.5% | +68.0% |
| 3Y | +245.3% | -32.2% | +277.5% | +256.7% |
| 5Y | +155.3% | -44.7% | +200.0% | +168.6% |
| All | +302.3% | +80.1% | +222.2% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 10y: compounded portfolio wealth divided by compounded INFY 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…
10y analysis · Full analysis span regression · 6 months rolling