+300.8%
BAX vs DGX
+8,796.3%
-8,495.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -9.7% | -1.2% | -8.5% | -9.5% |
| 3M | +29.3% | +19.9% | +9.4% | +23.8% |
| 6M | +40.7% | +19.2% | +21.4% | +34.9% |
| YTD | +30.3% | +37.5% | -7.2% | +20.9% |
| 1Y | +3.4% | +31.3% | -27.9% | -3.2% |
| 3Y | -32.0% | +96.6% | -128.7% | -42.0% |
| 5Y | -66.9% | +64.3% | -131.1% | -70.8% |
| 10Y | -37.1% | +241.1% | -278.2% | -53.1% |
| All | +300.8% | +8,796.3% | -8,495.5% | +100.5% |
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