+424.4%
BP vs DGX
+8,796.3%
-8,371.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +9.1% | -1.2% | +10.3% | +9.3% |
| 3M | +3.9% | +19.9% | -16.0% | -0.2% |
| 6M | +13.6% | +19.2% | -5.6% | +9.1% |
| YTD | +34.0% | +37.5% | -3.5% | +24.5% |
| 1Y | +39.2% | +31.3% | +7.9% | +30.4% |
| 3Y | +36.4% | +96.6% | -60.2% | +16.2% |
| 5Y | +135.8% | +64.3% | +71.5% | +106.5% |
| 10Y | +125.0% | +241.1% | -116.1% | +65.2% |
| All | +424.4% | +8,796.3% | -8,371.9% | +186.6% |
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