+116.0%
INTC vs EXEL
+194.6%
-78.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.7% |
| 3M | -1.6% | +10.1% | -11.6% | -3.7% |
| 6M | +133.1% | +37.7% | +95.4% | +117.8% |
| YTD | +187.9% | +33.1% | +154.8% | +171.0% |
| 1Y | +334.7% | +52.4% | +282.3% | +298.4% |
| 3Y | +184.2% | +163.8% | +20.4% | +126.6% |
| 5Y | +116.0% | +198.5% | -82.5% | +55.8% |
| All | +116.0% | +194.6% | -78.6% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling