+379.9%
CSCO vs DGX
+255.3%
+124.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.8% |
| 7D | +2.7% | -0.9% | +3.6% | +3.0% |
| 30D | -9.5% | -1.2% | -8.3% | -9.1% |
| 3M | -7.6% | +15.8% | -23.4% | -12.1% |
| 6M | +44.9% | +18.2% | +26.7% | +36.5% |
| YTD | +47.7% | +37.2% | +10.5% | +31.7% |
| 1Y | +69.1% | +30.4% | +38.7% | +53.0% |
| 3Y | +113.5% | +96.7% | +16.8% | +63.0% |
| 5Y | +122.8% | +67.2% | +55.6% | +78.5% |
| All | +379.9% | +255.3% | +124.6% | +188.2% |
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