-39.3%
BAX vs DGX
+255.3%
-294.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -7.9% | -0.9% | -7.0% | -7.6% |
| 30D | -11.7% | -1.2% | -10.5% | -11.3% |
| 3M | +16.2% | +15.8% | +0.4% | +9.7% |
| 6M | +32.0% | +18.2% | +13.8% | +23.5% |
| YTD | +24.7% | +37.2% | -12.5% | +10.3% |
| 1Y | -2.6% | +30.4% | -33.0% | -12.5% |
| 3Y | -35.0% | +96.7% | -131.7% | -50.0% |
| 5Y | -67.6% | +67.2% | -134.7% | -74.0% |
| All | -39.3% | +255.3% | -294.6% | -65.3% |
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