+57.4%
INTC vs EIX
+18.9%
+38.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -6.9% | -3.6% |
| 7D | -39.0% | +4.5% | -43.5% | -38.8% |
| 30D | -49.8% | +15.2% | -65.1% | -49.4% |
| 3M | -42.2% | -11.6% | -30.6% | -42.9% |
| 6M | -39.2% | -8.4% | -30.8% | -39.3% |
| YTD | +57.9% | +8.2% | +49.7% | +61.7% |
| 1Y | +57.4% | +16.6% | +40.8% | +64.8% |
| All | +57.4% | +18.9% | +38.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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