+17.7%
INTC vs B
+134.6%
-116.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.5% | +7.2% | +7.5% |
| 7D | -14.4% | +9.6% | -24.0% | -17.2% |
| 30D | -50.2% | +3.5% | -53.8% | -50.7% |
| 3M | -43.6% | -1.6% | -42.0% | -43.5% |
| 6M | -50.2% | -1.7% | -48.5% | -50.1% |
| YTD | +52.5% | -5.3% | +57.8% | +53.0% |
| 1Y | +51.1% | +27.2% | +23.9% | +39.8% |
| 3Y | +50.3% | +166.1% | -115.8% | +10.5% |
| All | +17.7% | +134.6% | -116.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling