-45.2%
INTU vs EMR
+25.6%
-70.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.0% | +4.0% |
| 7D | +8.7% | +1.6% | +7.0% | +9.0% |
| 30D | +25.9% | +5.0% | +20.9% | +27.3% |
| 3M | +10.7% | +7.7% | +3.1% | +12.7% |
| 6M | -11.6% | +26.8% | -38.3% | -6.6% |
| YTD | -45.4% | +29.9% | -75.3% | -43.9% |
| 1Y | -45.2% | +25.7% | -70.9% | -43.0% |
| All | -45.2% | +25.6% | -70.9% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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