+174.1%
INTC vs EXEL
+273.2%
-99.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +7.1% | +8.4% | -1.3% | +5.8% |
| 30D | -5.2% | +4.1% | -9.3% | -5.9% |
| 3M | -14.3% | +12.4% | -26.7% | -15.9% |
| 6M | +110.2% | +41.5% | +68.6% | +99.5% |
| YTD | +159.6% | +34.6% | +125.0% | +148.4% |
| 1Y | +289.3% | +57.9% | +231.4% | +262.9% |
| 3Y | +166.1% | +159.5% | +6.6% | +126.8% |
| 5Y | +94.4% | +198.5% | -104.1% | +61.0% |
| 10Y | +227.7% | +411.4% | -183.7% | +135.0% |
| All | +174.1% | +273.2% | -99.1% | +28.0% |
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