+111.7%
INTC vs BP
+131.3%
-19.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.4% | +6.6% | +8.4% |
| 7D | +17.4% | +0.9% | +16.5% | +17.2% |
| 30D | +2.8% | +9.1% | -6.4% | +0.2% |
| 3M | -5.3% | +3.9% | -9.2% | -6.7% |
| 6M | +140.6% | +13.6% | +127.0% | +127.3% |
| YTD | +183.1% | +34.0% | +149.1% | +151.1% |
| 1Y | +326.8% | +39.2% | +287.6% | +272.7% |
| 3Y | +179.4% | +36.4% | +143.0% | +139.9% |
| 5Y | +111.7% | +135.8% | -24.1% | +45.1% |
| All | +111.7% | +131.3% | -19.5% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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