+112.4%
INTC vs BAX
-66.9%
+179.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.8% | +12.8% | +10.1% |
| 7D | +17.4% | -2.4% | +19.9% | +18.1% |
| 30D | +2.8% | -9.7% | +12.5% | +5.5% |
| 3M | -5.3% | +29.3% | -34.5% | -13.5% |
| 6M | +140.6% | +40.7% | +99.9% | +112.5% |
| YTD | +183.1% | +30.3% | +152.8% | +153.8% |
| 1Y | +326.8% | +3.4% | +323.4% | +310.8% |
| 3Y | +179.4% | -32.0% | +211.5% | +200.6% |
| All | +112.4% | -66.9% | +179.3% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling