+608.9%
INTC vs FERG
+1,348.4%
-739.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +4.1% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | -5.2% | -10.2% | +5.0% | -3.5% |
| 3M | -14.3% | -0.6% | -13.7% | -14.3% |
| 6M | +110.2% | -6.5% | +116.7% | +112.4% |
| YTD | +159.6% | +4.2% | +155.4% | +158.0% |
| 1Y | +289.3% | -2.3% | +291.5% | +290.6% |
| 3Y | +166.1% | +48.5% | +117.6% | +154.5% |
| 5Y | +94.4% | +72.0% | +22.4% | +82.2% |
| 10Y | +227.7% | +369.9% | -142.2% | +200.0% |
| All | +608.9% | +1,348.4% | -739.5% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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