+14,280.4%
INTU vs RGEN
+2,478.5%
+11,802.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.3% |
| 7D | -7.1% | -4.9% | -2.2% | -6.8% |
| 30D | +1.5% | +5.7% | -4.2% | +1.1% |
| 3M | +10.7% | +32.4% | -21.8% | +8.7% |
| 6M | -23.8% | +33.2% | -57.0% | -25.3% |
| YTD | -49.3% | +2.3% | -51.6% | -49.6% |
| 1Y | -49.7% | +39.0% | -88.7% | -50.9% |
| 3Y | -38.0% | -4.6% | -33.4% | -38.8% |
| 5Y | -38.7% | -42.7% | +3.9% | -38.3% |
| 10Y | +221.3% | +433.6% | -212.2% | +195.4% |
| All | +14,280.4% | +2,478.5% | +11,802.0% | +11,444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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