+9,364.9%
INTC vs ECL
+14,336.9%
-4,972.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -43.3% | +8.8% | -52.1% | -45.8% |
| 3M | -41.6% | +7.8% | -49.4% | -44.2% |
| 6M | -52.5% | +21.3% | -73.8% | -57.5% |
| YTD | +60.9% | +17.8% | +43.1% | +45.3% |
| 1Y | +55.7% | +21.1% | +34.6% | +38.5% |
| 3Y | +59.2% | +80.1% | -20.9% | +16.5% |
| 5Y | +25.0% | +40.5% | -15.5% | +1.3% |
| 10Y | +109.3% | +197.7% | -88.5% | +15.2% |
| All | +9,364.9% | +14,336.9% | -4,972.0% | +1,131.5% |
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 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