+2,146.4%
INTU vs EXEL
+273.2%
+1,873.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -7.1% | +8.4% | -15.5% | -8.2% |
| 30D | +1.5% | +4.1% | -2.6% | +0.7% |
| 3M | +10.7% | +12.4% | -1.8% | +8.6% |
| 6M | -23.8% | +41.5% | -65.4% | -28.1% |
| YTD | -49.3% | +34.6% | -83.9% | -51.9% |
| 1Y | -49.7% | +57.9% | -107.5% | -53.5% |
| 3Y | -38.0% | +159.5% | -197.5% | -47.8% |
| 5Y | -38.7% | +198.5% | -237.2% | -49.8% |
| 10Y | +221.3% | +411.4% | -190.0% | +127.7% |
| All | +2,146.4% | +273.2% | +1,873.2% | +898.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling