-46.3%
ALB vs DGX
+59.5%
-105.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.2% |
| 7D | -7.6% | -3.5% | -4.2% | -6.2% |
| 30D | -5.6% | -2.7% | -2.9% | -4.5% |
| 3M | -16.8% | +13.9% | -30.7% | -21.8% |
| 6M | -26.3% | +16.0% | -42.3% | -31.5% |
| YTD | -13.2% | +34.9% | -48.2% | -25.3% |
| 1Y | +68.8% | +30.6% | +38.2% | +46.7% |
| 3Y | -30.7% | +93.0% | -123.7% | -50.1% |
| 5Y | -46.3% | +64.4% | -110.7% | -61.9% |
| All | -46.3% | +59.5% | -105.7% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling