+113.4%
CSCO vs DGX
+59.5%
+54.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -1.1% | -3.5% | +2.4% | -0.3% |
| 30D | -10.8% | -2.7% | -8.1% | -10.2% |
| 3M | -9.2% | +13.9% | -23.1% | -11.9% |
| 6M | +39.5% | +16.0% | +23.5% | +34.7% |
| YTD | +41.5% | +34.9% | +6.6% | +31.0% |
| 1Y | +61.0% | +30.6% | +30.4% | +50.0% |
| 3Y | +105.2% | +93.0% | +12.2% | +67.1% |
| 5Y | +113.4% | +64.4% | +49.0% | +80.0% |
| All | +113.4% | +59.5% | +54.0% | +80.0% |
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