+460.2%
BAC vs DGX
+8,796.3%
-8,336.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -0.7% | -1.2% | +0.5% | -0.4% |
| 3M | +16.9% | +19.9% | -3.0% | +9.1% |
| 6M | +29.6% | +19.2% | +10.4% | +20.9% |
| YTD | +15.3% | +37.5% | -22.2% | +1.5% |
| 1Y | +28.8% | +31.3% | -2.5% | +15.2% |
| 3Y | +136.4% | +96.6% | +39.8% | +79.8% |
| 5Y | +72.9% | +64.3% | +8.6% | +38.8% |
| 10Y | +391.8% | +241.1% | +150.6% | +194.1% |
| All | +460.2% | +8,796.3% | -8,336.1% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling