+927.8%
INTC vs SNY
+241.9%
+685.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +7.5% | -3.3% | +10.8% | +8.8% |
| 30D | +2.0% | -2.2% | +4.1% | +2.6% |
| 3M | -12.0% | -3.0% | -8.9% | -11.9% |
| 6M | +114.5% | +2.7% | +111.8% | +108.6% |
| YTD | +179.0% | -6.8% | +185.8% | +181.7% |
| 1Y | +318.3% | -5.3% | +323.5% | +318.0% |
| 3Y | +171.2% | -9.8% | +181.0% | +164.5% |
| 5Y | +107.6% | +9.7% | +97.9% | +80.2% |
| 10Y | +258.5% | +64.5% | +194.0% | +150.2% |
| All | +927.8% | +241.9% | +685.9% | +317.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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