+45.0%
BBY vs DGX
+96.4%
-51.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.7% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +9.4% | -1.2% | +10.6% | +9.7% |
| 3M | +19.3% | +15.8% | +3.6% | +15.0% |
| 6M | +47.9% | +18.2% | +29.7% | +41.6% |
| YTD | +39.6% | +37.2% | +2.4% | +28.0% |
| 1Y | +22.2% | +30.4% | -8.2% | +13.3% |
| 3Y | +45.0% | +96.7% | -51.7% | +22.4% |
| All | +45.0% | +96.4% | -51.5% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling