-49.7%
INTU vs EMR
+19.4%
-69.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.1% |
| 7D | -7.1% | -1.5% | -5.6% | -7.3% |
| 30D | +1.5% | -5.6% | +7.1% | +0.6% |
| 3M | +10.7% | +7.9% | +2.7% | +12.4% |
| 6M | -23.8% | +6.0% | -29.9% | -21.8% |
| YTD | -49.3% | +16.4% | -65.8% | -49.5% |
| 1Y | -49.7% | +16.6% | -66.3% | -50.2% |
| All | -49.7% | +19.4% | -69.1% | -50.2% |
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