+179.9%
INTC vs BAX
-33.8%
+213.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.2% |
| 7D | +18.0% | -5.1% | +23.1% | +19.5% |
| 30D | +8.9% | -12.2% | +21.1% | +12.6% |
| 3M | -1.6% | +21.8% | -23.4% | -8.4% |
| 6M | +133.1% | +36.3% | +96.8% | +107.4% |
| YTD | +187.9% | +27.8% | +160.1% | +158.8% |
| 1Y | +334.7% | -0.1% | +334.8% | +324.5% |
| All | +179.9% | -33.8% | +213.7% | +203.3% |
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