+179.4%
INTC vs ECL
+58.2%
+121.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.5% | +9.2% |
| 7D | +17.4% | -0.8% | +18.2% | +17.7% |
| 30D | +2.8% | -2.5% | +5.2% | +3.5% |
| 3M | -5.3% | +8.3% | -13.6% | -9.7% |
| 6M | +140.6% | -1.1% | +141.7% | +139.5% |
| YTD | +183.1% | +6.5% | +176.6% | +168.7% |
| 1Y | +326.8% | +2.1% | +324.7% | +312.2% |
| 3Y | +179.4% | +57.6% | +121.8% | +118.7% |
| All | +179.4% | +58.2% | +121.2% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling