+111.9%
INTC vs ECL
+197.5%
-85.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.3% |
| 7D | +6.0% | +2.9% | +3.1% | +4.6% |
| 30D | -39.2% | +7.5% | -46.7% | -41.6% |
| 3M | -42.9% | +12.2% | -55.2% | -46.6% |
| 6M | -50.4% | +24.6% | -75.0% | -56.5% |
| YTD | +61.7% | +18.8% | +42.9% | +44.3% |
| 1Y | +66.1% | +19.3% | +46.8% | +47.6% |
| 3Y | +58.1% | +78.2% | -20.1% | +12.8% |
| 5Y | +27.9% | +38.8% | -10.9% | +1.5% |
| All | +111.9% | +197.5% | -85.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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