+14,587.7%
INTU vs EMR
+2,676.1%
+11,911.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.9% |
| 7D | -3.9% | +2.1% | -6.1% | -5.0% |
| 30D | +11.7% | +4.8% | +7.0% | +9.0% |
| 3M | +4.5% | +7.5% | -3.0% | +0.3% |
| 6M | -13.9% | +20.9% | -34.7% | -22.6% |
| YTD | -48.2% | +29.2% | -77.4% | -56.0% |
| 1Y | -47.1% | +33.0% | -80.1% | -55.8% |
| 3Y | -32.5% | +109.8% | -142.2% | -55.7% |
| 5Y | -42.6% | +91.9% | -134.5% | -60.7% |
| 10Y | +235.3% | +301.5% | -66.2% | +51.7% |
| All | +14,587.7% | +2,676.1% | +11,911.6% | +2,299.6% |
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