+711.1%
INTC vs VRSK
+586.4%
+124.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +7.5% | -5.2% | +12.6% | +9.3% |
| 30D | +2.0% | -2.3% | +4.3% | +2.3% |
| 3M | -12.0% | -2.9% | -9.1% | -13.4% |
| 6M | +114.5% | -12.8% | +127.3% | +118.1% |
| YTD | +179.0% | -20.8% | +199.8% | +193.5% |
| 1Y | +318.3% | -33.2% | +351.5% | +372.9% |
| 3Y | +171.2% | -26.6% | +197.8% | +187.0% |
| 5Y | +107.6% | -11.3% | +118.9% | +96.2% |
| 10Y | +258.5% | +126.1% | +132.4% | +124.9% |
| All | +711.1% | +586.4% | +124.7% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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