+216.0%
INTU vs EXEL
+373.1%
-157.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.8% |
| 7D | -7.5% | +1.4% | -8.9% | -7.7% |
| 30D | -1.9% | +6.7% | -8.6% | -3.1% |
| 3M | +4.9% | +11.5% | -6.6% | +2.7% |
| 6M | -33.2% | +38.8% | -72.0% | -37.4% |
| YTD | -51.4% | +31.6% | -83.0% | -54.1% |
| 1Y | -52.0% | +53.0% | -105.0% | -56.1% |
| 3Y | -40.7% | +160.8% | -201.5% | -52.6% |
| 5Y | -41.7% | +190.1% | -231.8% | -54.9% |
| All | +216.0% | +373.1% | -157.1% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling