-50.8%
INTU vs DGX
+32.7%
-83.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.9% |
| 7D | -3.3% | -0.9% | -2.5% | -3.4% |
| 30D | -3.9% | -1.2% | -2.8% | -4.0% |
| 3M | +16.6% | +15.8% | +0.9% | +18.6% |
| 6M | -26.4% | +18.2% | -44.6% | -24.7% |
| YTD | -51.0% | +37.2% | -88.2% | -49.4% |
| 1Y | -50.8% | +30.4% | -81.1% | -49.0% |
| All | -50.8% | +32.7% | -83.4% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling