+795.1%
BKNG vs DGX
+5,737.3%
-4,942.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.0% |
| 7D | -10.7% | -3.5% | -7.2% | -9.9% |
| 30D | -18.1% | -2.7% | -15.4% | -17.5% |
| 3M | +8.5% | +13.9% | -5.4% | +5.0% |
| 6M | -0.1% | +16.0% | -16.1% | -3.8% |
| YTD | -18.2% | +34.9% | -53.2% | -24.5% |
| 1Y | -19.9% | +30.6% | -50.4% | -25.5% |
| 3Y | +41.6% | +93.0% | -51.4% | +17.7% |
| 5Y | +93.1% | +64.4% | +28.7% | +65.5% |
| 10Y | +214.8% | +248.1% | -33.3% | +115.3% |
| All | +795.1% | +5,737.3% | -4,942.2% | +397.3% |
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