+23.5%
INTC vs EIX
+18.4%
+5.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -4.0% | +1.0% | -5.0% | -4.3% |
| 30D | -44.5% | +8.9% | -53.3% | -45.7% |
| 3M | -40.4% | -9.8% | -30.6% | -39.7% |
| 6M | -53.5% | -10.2% | -43.3% | -53.4% |
| YTD | +57.5% | +5.9% | +51.6% | +46.8% |
| 1Y | +51.2% | +10.9% | +40.3% | +38.0% |
| 3Y | +51.6% | +10.2% | +41.4% | +31.8% |
| 5Y | +23.5% | +17.0% | +6.4% | -0.1% |
| All | +23.5% | +18.4% | +5.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling