+25.0%
INTC vs ECL
+40.6%
-15.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -43.3% | +8.8% | -52.1% | -45.6% |
| 3M | -41.6% | +7.8% | -49.4% | -44.0% |
| 6M | -52.5% | +21.3% | -73.8% | -57.6% |
| YTD | +60.9% | +17.8% | +43.1% | +44.8% |
| 1Y | +55.7% | +21.1% | +34.6% | +37.5% |
| 3Y | +59.2% | +80.1% | -20.9% | +12.3% |
| 5Y | +25.0% | +40.5% | -15.5% | -9.0% |
| All | +25.0% | +40.6% | -15.6% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling