+471.3%
INTC vs BG
+1,185.2%
-713.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.4% | +4.7% | +7.8% |
| 7D | +17.4% | +2.4% | +15.1% | +16.7% |
| 30D | +2.8% | +15.0% | -12.3% | -1.3% |
| 3M | -5.3% | -0.7% | -4.6% | -5.7% |
| 6M | +140.6% | +7.5% | +133.1% | +133.3% |
| YTD | +183.1% | +41.6% | +141.5% | +153.5% |
| 1Y | +326.8% | +50.7% | +276.1% | +274.2% |
| 3Y | +179.4% | +20.3% | +159.2% | +158.4% |
| 5Y | +111.7% | +85.2% | +26.5% | +69.8% |
| 10Y | +253.8% | +160.6% | +93.2% | +144.0% |
| All | +471.3% | +1,185.2% | -713.9% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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