+116.0%
INTC vs NEM
+156.0%
-40.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +18.0% | +3.1% | +14.9% | +16.8% |
| 30D | +8.9% | +10.0% | -1.1% | +5.3% |
| 3M | -1.6% | +30.9% | -32.4% | -10.3% |
| 6M | +133.1% | +10.5% | +122.6% | +123.3% |
| YTD | +187.9% | +29.7% | +158.2% | +164.1% |
| 1Y | +334.7% | +71.1% | +263.6% | +267.3% |
| 3Y | +184.2% | +252.1% | -67.9% | +89.2% |
| 5Y | +116.0% | +157.7% | -41.7% | +48.7% |
| All | +116.0% | +156.0% | -40.0% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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