+252.1%
INTC vs EXEL
+375.2%
-123.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.0% |
| 7D | +7.5% | -4.9% | +12.4% | +8.3% |
| 30D | +2.0% | +11.4% | -9.4% | -0.1% |
| 3M | -12.0% | +4.9% | -16.9% | -13.0% |
| 6M | +114.5% | +34.4% | +80.1% | +103.1% |
| YTD | +179.0% | +28.0% | +150.9% | +166.5% |
| 1Y | +318.3% | +43.6% | +274.6% | +290.5% |
| 3Y | +171.2% | +155.2% | +16.0% | +124.2% |
| 5Y | +107.6% | +181.2% | -73.6% | +66.3% |
| All | +252.1% | +375.2% | -123.1% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling