+6,633.6%
INTU vs DGX
+8,796.3%
-2,162.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -7.5% | -0.3% | -7.2% | -7.4% |
| 30D | -1.9% | -1.2% | -0.7% | -1.5% |
| 3M | +4.9% | +19.9% | -15.0% | -1.6% |
| 6M | -33.2% | +19.2% | -52.4% | -37.3% |
| YTD | -51.4% | +37.5% | -88.9% | -56.9% |
| 1Y | -52.0% | +31.3% | -83.3% | -56.8% |
| 3Y | -40.7% | +96.6% | -137.3% | -54.3% |
| 5Y | -41.7% | +64.3% | -106.0% | -52.4% |
| 10Y | +211.1% | +241.1% | -30.0% | +93.9% |
| All | +6,633.6% | +8,796.3% | -2,162.7% | +1,254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling