-2.6%
BAX vs DGX
+32.7%
-35.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -7.9% | -0.9% | -7.0% | -7.5% |
| 30D | -11.7% | -1.2% | -10.5% | -11.3% |
| 3M | +16.2% | +15.8% | +0.4% | +9.0% |
| 6M | +32.0% | +18.2% | +13.8% | +22.5% |
| YTD | +24.7% | +37.2% | -12.5% | +13.4% |
| 1Y | -2.6% | +30.4% | -33.0% | -10.1% |
| All | -2.6% | +32.7% | -35.3% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling