+66.3%
INTC vs EXEL
+346.4%
-280.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.9% |
| 3M | -40.4% | +33.3% | -73.7% | -43.0% |
| 6M | -53.5% | +46.6% | -100.0% | -56.2% |
| YTD | +57.5% | +61.0% | -3.5% | +46.5% |
| 1Y | +51.2% | +70.4% | -19.3% | +39.4% |
| 3Y | +51.6% | +236.1% | -184.5% | +24.4% |
| 5Y | +23.5% | +284.8% | -261.4% | -1.5% |
| 10Y | +106.4% | +348.4% | -242.0% | +51.3% |
| All | +66.3% | +346.4% | -280.0% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling