+15,172.7%
INTC vs BAX
+900.4%
+14,272.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.2% |
| 7D | +7.1% | -1.1% | +8.2% | +7.5% |
| 30D | -5.2% | -5.5% | +0.2% | -3.6% |
| 3M | -14.3% | +33.5% | -47.8% | -23.1% |
| 6M | +110.2% | +35.9% | +74.3% | +86.8% |
| YTD | +159.6% | +35.4% | +124.3% | +129.0% |
| 1Y | +289.3% | +9.8% | +279.5% | +265.1% |
| 3Y | +166.1% | -32.7% | +198.8% | +186.8% |
| 5Y | +94.4% | -65.6% | +159.9% | +156.6% |
| 10Y | +227.7% | -34.9% | +262.6% | +257.6% |
| All | +15,172.7% | +900.4% | +14,272.3% | +5,497.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling