+15,172.7%
INTC vs ECL
+13,009.7%
+2,163.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +7.1% | -2.6% | +9.7% | +8.4% |
| 30D | -5.2% | -2.2% | -3.0% | -4.5% |
| 3M | -14.3% | +10.1% | -24.4% | -19.1% |
| 6M | +110.2% | -5.7% | +115.9% | +113.1% |
| YTD | +159.6% | +7.0% | +152.7% | +147.0% |
| 1Y | +289.3% | +2.7% | +286.6% | +275.6% |
| 3Y | +166.1% | +57.7% | +108.3% | +108.4% |
| 5Y | +94.4% | +31.1% | +63.2% | +63.5% |
| 10Y | +227.7% | +150.9% | +76.8% | +97.0% |
| All | +15,172.7% | +13,009.7% | +2,163.0% | +1,994.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling