-46.7%
INTU vs EMR
+29.1%
-75.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +0.1% | +2.8% | -2.8% | +0.7% |
| 30D | +10.1% | +3.7% | +6.4% | +11.1% |
| 3M | -4.2% | +2.0% | -6.2% | -3.5% |
| 6M | -7.2% | +22.1% | -29.3% | -1.9% |
| YTD | -47.7% | +27.2% | -74.9% | -46.3% |
| 1Y | -46.7% | +32.0% | -78.7% | -47.2% |
| All | -46.7% | +29.1% | -75.7% | -47.2% |
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