+54.1%
INTC vs EXEL
+238.0%
-183.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -4.0% | -2.4% | -1.6% | -3.6% |
| 30D | -44.5% | +17.9% | -62.4% | -45.7% |
| 3M | -40.4% | +33.3% | -73.7% | -42.9% |
| 6M | -53.5% | +46.6% | -100.0% | -56.1% |
| YTD | +57.5% | +61.0% | -3.5% | +46.4% |
| 1Y | +51.2% | +70.4% | -19.3% | +39.8% |
| All | +54.1% | +238.0% | -183.9% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling