+31.2%
INTC vs BN
+36.7%
-5.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | +17.1% | -0.3% | +17.4% | +17.3% |
| 30D | -40.5% | +13.6% | -54.0% | -45.3% |
| 3M | -39.4% | -6.7% | -32.7% | -37.3% |
| 6M | -49.3% | -9.0% | -40.3% | -47.0% |
| YTD | +65.9% | -8.8% | +74.6% | +70.9% |
| 1Y | +61.5% | -10.6% | +72.1% | +68.7% |
| 3Y | +59.6% | +98.8% | -39.2% | +3.2% |
| 5Y | +31.2% | +33.6% | -2.5% | +3.5% |
| All | +31.2% | +36.7% | -5.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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