+48.5%
AMZN vs DGX
+66.8%
-18.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.7% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -3.9% | -1.2% | -2.8% | -3.8% |
| 3M | +6.3% | +15.8% | -9.4% | +4.1% |
| 6M | +20.8% | +18.2% | +2.6% | +17.7% |
| YTD | +11.2% | +37.2% | -26.0% | +5.4% |
| 1Y | +11.7% | +30.4% | -18.7% | +6.6% |
| 3Y | +79.4% | +96.7% | -17.3% | +49.6% |
| All | +48.5% | +66.8% | -18.2% | +27.7% |
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