+2,555.6%
DGX vs EXEL
+264.7%
+2,290.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -1.2% | +6.7% | -7.9% | -1.8% |
| 3M | +19.9% | +11.5% | +8.4% | +18.5% |
| 6M | +19.2% | +38.8% | -19.6% | +15.3% |
| YTD | +37.5% | +31.6% | +5.9% | +33.5% |
| 1Y | +31.3% | +53.0% | -21.7% | +25.4% |
| 3Y | +96.6% | +160.8% | -64.2% | +76.4% |
| 5Y | +64.3% | +190.1% | -125.8% | +44.5% |
| 10Y | +241.1% | +367.0% | -125.8% | +173.5% |
| All | +2,555.6% | +264.7% | +2,290.9% | +1,683.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling