+1,644.7%
BDX vs DGX
+8,778.1%
-7,133.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | -2.5% | -1.2% | -1.4% | -2.2% |
| 3M | +21.4% | +15.8% | +5.6% | +16.9% |
| 6M | +10.4% | +18.2% | -7.8% | +5.7% |
| YTD | +18.8% | +37.2% | -18.4% | +9.5% |
| 1Y | +21.7% | +30.4% | -8.7% | +13.5% |
| 3Y | -10.0% | +96.7% | -106.7% | -24.5% |
| 5Y | -1.8% | +67.2% | -69.0% | -14.9% |
| 10Y | +58.8% | +253.9% | -195.2% | +13.4% |
| All | +1,644.7% | +8,778.1% | -7,133.4% | +607.3% |
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