+257,148.5%
AMZN vs DGX
+7,176.3%
+249,972.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | -2.7% | -3.5% | +0.7% | -1.7% |
| 30D | -7.5% | -2.7% | -4.8% | -6.8% |
| 3M | +5.8% | +13.9% | -8.1% | +1.3% |
| 6M | +17.5% | +16.0% | +1.5% | +11.6% |
| YTD | +9.1% | +34.9% | -25.8% | -1.4% |
| 1Y | +9.4% | +30.6% | -21.2% | -0.5% |
| 3Y | +82.2% | +93.0% | -10.8% | +43.8% |
| 5Y | +45.2% | +64.4% | -19.2% | +19.6% |
| 10Y | +562.7% | +248.1% | +314.7% | +313.5% |
| All | +257,148.5% | +7,176.3% | +249,972.2% | +63,965.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling