Return values from string that match defined range within a single cell

How can I search through a string and return only the values that are in a defined named range within a singe cell? Ex: assume cell A1 contains the string "blue_yellow_red_orange". However, I want cell B2 to return only those substrings that are present in my named range "Colors", which contains yellow, orange, and purple. Therefore, the output for B2 should be "yellow, orange".