+114.2%
INTC vs COST
+103.9%
+10.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +18.0% | -2.8% | +20.8% | +19.2% |
| 30D | +8.9% | -5.3% | +14.2% | +11.0% |
| 3M | -1.6% | -6.7% | +5.1% | +0.1% |
| 6M | +133.1% | -9.9% | +143.0% | +139.6% |
| YTD | +187.9% | +5.1% | +182.8% | +173.2% |
| 1Y | +334.7% | -7.3% | +342.0% | +338.3% |
| 3Y | +184.2% | +70.4% | +113.8% | +98.3% |
| All | +114.2% | +103.9% | +10.4% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling