-38.4%
INTU vs EMR
+60.6%
-99.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.0% |
| 7D | -7.1% | -1.5% | -5.6% | -6.6% |
| 30D | +1.5% | -5.6% | +7.1% | +3.6% |
| 3M | +10.7% | +7.9% | +2.7% | +6.4% |
| 6M | -23.8% | +6.0% | -29.9% | -27.3% |
| YTD | -49.3% | +16.4% | -65.8% | -54.6% |
| 1Y | -49.7% | +16.6% | -66.3% | -55.2% |
| 3Y | -38.0% | +62.9% | -100.9% | -57.1% |
| All | -38.4% | +60.6% | -99.0% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling