+211.1%
INTU vs EMR
+268.7%
-57.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -7.5% | +3.1% | -10.6% | -8.8% |
| 30D | -1.9% | -3.5% | +1.6% | -0.6% |
| 3M | +4.9% | +9.8% | -4.9% | -0.3% |
| 6M | -33.2% | +10.8% | -44.0% | -37.9% |
| YTD | -51.4% | +15.9% | -67.3% | -56.4% |
| 1Y | -52.0% | +16.4% | -68.4% | -57.1% |
| 3Y | -40.7% | +62.1% | -102.8% | -56.5% |
| 5Y | -41.7% | +62.9% | -104.6% | -57.7% |
| 10Y | +211.1% | +267.8% | -56.6% | +51.5% |
| All | +211.1% | +268.7% | -57.5% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling