+14,729.7%
INTU vs EMR
+2,558.7%
+12,171.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.8% |
| 30D | +15.4% | +2.0% | +13.5% | +14.1% |
| 3M | +6.6% | +3.8% | +2.8% | +4.0% |
| 6M | -11.3% | +10.5% | -21.8% | -17.1% |
| YTD | -47.7% | +23.7% | -71.4% | -54.7% |
| 1Y | -47.0% | +25.4% | -72.4% | -54.4% |
| 3Y | -29.9% | +86.6% | -116.5% | -51.6% |
| 5Y | -42.2% | +83.0% | -125.2% | -59.5% |
| 10Y | +251.7% | +319.5% | -67.8% | +55.8% |
| All | +14,729.7% | +2,558.7% | +12,171.0% | +2,372.5% |
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 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