+248.1%
DGX vs EXEL
+375.2%
-127.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | -0.9% | -4.9% | +4.0% | -0.3% |
| 30D | -1.2% | +11.4% | -12.5% | -2.4% |
| 3M | +15.8% | +4.9% | +10.9% | +15.0% |
| 6M | +18.2% | +34.4% | -16.2% | +13.9% |
| YTD | +37.2% | +28.0% | +9.2% | +32.8% |
| 1Y | +30.4% | +43.6% | -13.3% | +24.1% |
| 3Y | +96.7% | +155.2% | -58.5% | +71.9% |
| 5Y | +67.2% | +181.2% | -114.0% | +42.6% |
| All | +248.1% | +375.2% | -127.1% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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