+136.2%
BP vs DGX
+66.8%
+69.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | +5.2% | -0.9% | +6.1% | +5.3% |
| 30D | +8.7% | -1.2% | +9.9% | +8.8% |
| 3M | +9.3% | +15.8% | -6.4% | +8.2% |
| 6M | +13.6% | +18.2% | -4.6% | +12.2% |
| YTD | +37.7% | +37.2% | +0.5% | +33.7% |
| 1Y | +40.6% | +30.4% | +10.3% | +37.4% |
| 3Y | +40.3% | +96.7% | -56.4% | +29.6% |
| All | +136.2% | +66.8% | +69.4% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling