+252.1%
INTC vs COST
+611.6%
-359.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +7.5% | -1.2% | +8.7% | +8.1% |
| 30D | +2.0% | -4.7% | +6.7% | +4.3% |
| 3M | -12.0% | -7.1% | -4.9% | -9.6% |
| 6M | +114.5% | -8.5% | +123.1% | +120.6% |
| YTD | +179.0% | +5.4% | +173.6% | +162.3% |
| 1Y | +318.3% | -5.6% | +323.9% | +318.5% |
| 3Y | +171.2% | +68.5% | +102.7% | +81.2% |
| 5Y | +107.6% | +105.2% | +2.3% | +18.3% |
| All | +252.1% | +611.6% | -359.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling