+245.3%
NEM vs INFY
-31.8%
+277.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.5% |
| 7D | -1.0% | -5.4% | +4.4% | -0.7% |
| 30D | +7.8% | -9.9% | +17.7% | +8.4% |
| 3M | +30.2% | -4.6% | +34.8% | +30.3% |
| 6M | +9.6% | -18.5% | +28.1% | +11.1% |
| YTD | +27.8% | -36.5% | +64.4% | +32.4% |
| 1Y | +60.7% | -32.8% | +93.5% | +64.6% |
| 3Y | +245.3% | -32.2% | +277.5% | +233.4% |
| All | +245.3% | -31.8% | +277.1% | +233.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling