+235.2%
INTU vs EXEL
+325.9%
-90.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -4.1% | +1.6% | -5.8% | -4.4% |
| 30D | +12.8% | +17.4% | -4.5% | +9.6% |
| 3M | +2.1% | +38.6% | -36.5% | -3.9% |
| 6M | -11.5% | +41.2% | -52.7% | -17.2% |
| YTD | -47.9% | +59.3% | -107.3% | -52.7% |
| 1Y | -47.7% | +60.2% | -107.9% | -52.6% |
| 3Y | -34.0% | +232.6% | -266.5% | -50.2% |
| 5Y | -43.5% | +285.9% | -329.4% | -59.2% |
| All | +235.2% | +325.9% | -90.6% | +134.5% |
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