+57.4%
INTC vs BAX
+46.0%
+11.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.0% | -7.7% | -4.0% |
| 7D | -39.0% | +4.1% | -43.1% | -39.1% |
| 30D | -49.8% | +9.4% | -59.3% | -50.1% |
| 3M | -42.2% | -6.5% | -35.7% | -41.7% |
| 6M | -39.2% | +59.6% | -98.8% | -43.4% |
| YTD | +57.9% | +38.9% | +19.0% | +50.0% |
| 1Y | +57.4% | +48.0% | +9.4% | +50.9% |
| All | +57.4% | +46.0% | +11.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling