-41.7%
INTU vs DGX
+93.2%
-134.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.2% |
| 7D | -9.2% | -3.5% | -5.7% | -8.9% |
| 30D | -7.0% | -2.7% | -4.4% | -6.8% |
| 3M | +10.5% | +13.9% | -3.4% | +9.3% |
| 6M | -30.6% | +16.0% | -46.6% | -31.4% |
| YTD | -52.3% | +34.9% | -87.3% | -54.1% |
| 1Y | -51.8% | +30.6% | -82.4% | -53.4% |
| All | -41.7% | +93.2% | -134.9% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling