+15,172.7%
INTC vs NSC
+5,745.4%
+9,427.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.3% |
| 7D | +7.1% | -5.5% | +12.6% | +9.6% |
| 30D | -5.2% | -3.2% | -2.0% | -4.0% |
| 3M | -14.3% | +7.7% | -22.0% | -17.5% |
| 6M | +110.2% | +4.5% | +105.7% | +104.1% |
| YTD | +159.6% | +15.6% | +144.1% | +140.8% |
| 1Y | +289.3% | +19.8% | +269.4% | +255.6% |
| 3Y | +166.1% | +70.1% | +96.0% | +108.5% |
| 5Y | +94.4% | +46.1% | +48.3% | +61.2% |
| 10Y | +227.7% | +328.1% | -100.4% | +73.4% |
| All | +15,172.7% | +5,745.4% | +9,427.3% | +2,274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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