+305.0%
INTC vs ECL
+1.7%
+303.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.6% |
| 7D | +9.4% | -2.6% | +12.1% | +8.7% |
| 30D | +2.7% | -4.6% | +7.2% | +1.7% |
| 3M | -6.3% | +6.0% | -12.3% | -6.5% |
| 6M | +114.5% | -3.0% | +117.4% | +112.0% |
| YTD | +171.9% | +4.0% | +167.9% | +172.8% |
| 1Y | +305.0% | +2.0% | +303.0% | +316.7% |
| All | +305.0% | +1.7% | +303.3% | +316.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling