+27.8%
INTC vs BAX
-64.2%
+92.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -56.8% |
| YTD | +61.7% | +35.2% | +26.4% | +42.9% |
| 1Y | +66.1% | +38.3% | +27.9% | +45.4% |
| 3Y | +58.1% | -19.0% | +77.2% | +62.5% |
| All | +27.8% | -64.2% | +92.1% | +69.2% |
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