+3,847.4%
ANET vs DGX
+255.3%
+3,592.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.2% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | -5.2% | -1.2% | -4.0% | -4.9% |
| 3M | +27.6% | +15.8% | +11.8% | +22.2% |
| 6M | +44.4% | +18.2% | +26.2% | +37.1% |
| YTD | +52.3% | +37.2% | +15.1% | +37.8% |
| 1Y | +30.4% | +30.4% | +0.1% | +19.4% |
| 3Y | +313.3% | +96.7% | +216.5% | +216.5% |
| 5Y | +810.0% | +67.2% | +742.9% | +635.0% |
| All | +3,847.4% | +255.3% | +3,592.1% | +2,097.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling