+105.1%
CTVA vs DGX
+66.8%
+38.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | +11.3% | -1.2% | +12.5% | +11.6% |
| 3M | +12.3% | +15.8% | -3.5% | +8.3% |
| 6M | +7.2% | +18.2% | -11.0% | +2.7% |
| YTD | +26.0% | +37.2% | -11.2% | +16.0% |
| 1Y | +16.0% | +30.4% | -14.3% | +8.3% |
| 3Y | +73.9% | +96.7% | -22.8% | +45.8% |
| All | +105.1% | +66.8% | +38.3% | +68.3% |
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 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