+56.7%
BDX vs DGX
+255.3%
-198.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | -2.5% | -1.2% | -1.4% | -2.1% |
| 3M | +21.4% | +15.8% | +5.6% | +14.7% |
| 6M | +10.4% | +18.2% | -7.8% | +3.3% |
| YTD | +18.8% | +37.2% | -18.4% | +5.0% |
| 1Y | +21.7% | +30.4% | -8.7% | +9.4% |
| 3Y | -10.0% | +96.7% | -106.7% | -31.3% |
| 5Y | -1.8% | +67.2% | -69.0% | -21.5% |
| All | +56.7% | +255.3% | -198.7% | -10.9% |
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