+111.9%
INTC vs EXEL
+320.7%
-208.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | -39.2% | +13.1% | -52.3% | -40.7% |
| 3M | -42.9% | +36.3% | -79.3% | -46.4% |
| 6M | -50.4% | +34.5% | -84.9% | -53.4% |
| YTD | +61.7% | +57.4% | +4.3% | +47.7% |
| 1Y | +66.1% | +62.9% | +3.2% | +50.8% |
| 3Y | +58.1% | +229.5% | -171.4% | +22.8% |
| 5Y | +27.9% | +281.2% | -253.4% | -4.8% |
| All | +111.9% | +320.7% | -208.8% | +51.8% |
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