+2,065.4%
INTC vs EL
+1,685.7%
+379.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +3.5% |
| 7D | +7.1% | +0.8% | +6.3% | +6.8% |
| 30D | -5.2% | +19.8% | -25.0% | -11.4% |
| 3M | -14.3% | +25.7% | -40.0% | -21.3% |
| 6M | +110.2% | +5.4% | +104.7% | +102.7% |
| YTD | +159.6% | +0.2% | +159.4% | +152.0% |
| 1Y | +289.3% | +20.4% | +268.8% | +253.6% |
| 3Y | +166.1% | -32.1% | +198.2% | +172.2% |
| 5Y | +94.4% | -67.2% | +161.6% | +149.0% |
| 10Y | +227.7% | +31.7% | +196.0% | +164.5% |
| All | +2,065.4% | +1,685.7% | +379.7% | +704.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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