+6,809.7%
DGX vs BB
+266.8%
+6,543.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -1.2% | -12.4% | +11.2% | -0.3% |
| 3M | +19.9% | -15.3% | +35.2% | +20.6% |
| 6M | +19.2% | +128.8% | -109.6% | +10.9% |
| YTD | +37.5% | +107.7% | -70.2% | +28.7% |
| 1Y | +31.3% | +103.9% | -72.6% | +22.7% |
| 3Y | +96.6% | +72.6% | +24.0% | +81.3% |
| 5Y | +64.3% | -24.3% | +88.5% | +57.9% |
| 10Y | +241.1% | +3.1% | +238.0% | +194.6% |
| All | +6,809.7% | +266.8% | +6,543.0% | +4,719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling