+64.4%
DGX vs BB
-29.9%
+94.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.7% |
| 7D | -3.5% | -2.1% | -1.4% | -3.4% |
| 30D | -2.7% | -16.0% | +13.4% | -2.0% |
| 3M | +13.9% | -14.5% | +28.4% | +14.2% |
| 6M | +16.0% | +118.6% | -102.5% | +10.3% |
| YTD | +34.9% | +98.9% | -64.0% | +28.9% |
| 1Y | +30.6% | +99.5% | -68.9% | +24.3% |
| 3Y | +93.0% | +65.4% | +27.6% | +82.2% |
| 5Y | +64.4% | -27.6% | +92.0% | +58.9% |
| All | +64.4% | -29.9% | +94.3% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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