-67.0%
BAX vs DGX
+59.5%
-126.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | 0.0% |
| 7D | -5.4% | -3.5% | -2.0% | -4.0% |
| 30D | -12.4% | -2.7% | -9.7% | -11.3% |
| 3M | +19.1% | +13.9% | +5.2% | +12.2% |
| 6M | +38.6% | +16.0% | +22.6% | +29.4% |
| YTD | +26.7% | +34.9% | -8.2% | +10.7% |
| 1Y | +1.0% | +30.6% | -29.5% | -10.8% |
| 3Y | -33.9% | +93.0% | -126.9% | -51.0% |
| 5Y | -67.0% | +64.4% | -131.4% | -75.2% |
| All | -67.0% | +59.5% | -126.5% | -75.2% |
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