+14,280.4%
INTU vs EMR
+2,402.6%
+11,877.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.2% |
| 7D | -7.1% | -1.5% | -5.6% | -6.5% |
| 30D | +1.5% | -5.6% | +7.1% | +4.0% |
| 3M | +10.7% | +7.9% | +2.7% | +5.8% |
| 6M | -23.8% | +6.0% | -29.9% | -28.0% |
| YTD | -49.3% | +16.4% | -65.8% | -54.6% |
| 1Y | -49.7% | +16.6% | -66.3% | -55.1% |
| 3Y | -38.0% | +62.9% | -100.9% | -54.1% |
| 5Y | -38.7% | +60.1% | -98.8% | -54.2% |
| 10Y | +221.3% | +268.7% | -47.4% | +51.8% |
| All | +14,280.4% | +2,402.6% | +11,877.8% | +2,377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling