+58.1%
INTC vs BAX
-18.0%
+76.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -39.2% | +4.1% | -43.3% | -39.9% |
| 3M | -42.9% | -4.5% | -38.4% | -42.4% |
| 6M | -50.4% | +49.2% | -99.6% | -57.2% |
| YTD | +61.7% | +35.2% | +26.4% | +41.6% |
| 1Y | +66.1% | +38.3% | +27.9% | +43.9% |
| 3Y | +58.1% | -19.0% | +77.2% | +63.0% |
| All | +58.1% | -18.0% | +76.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling