+179.9%
INTC vs EXEL
+164.8%
+15.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.5% |
| 7D | +18.0% | -0.3% | +18.3% | +18.0% |
| 30D | +8.9% | +10.1% | -1.2% | +7.3% |
| 3M | -1.6% | +10.1% | -11.6% | -3.1% |
| 6M | +133.1% | +37.7% | +95.4% | +122.1% |
| YTD | +187.9% | +33.1% | +154.8% | +175.5% |
| 1Y | +334.7% | +52.4% | +282.3% | +311.2% |
| All | +179.9% | +164.8% | +15.1% | +164.9% |
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