+2,306.1%
FDX vs DGX
+8,858.2%
-6,552.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | +3.8% | +0.6% | +3.2% | +3.6% |
| 3M | -1.3% | +21.4% | -22.7% | -6.3% |
| 6M | +5.0% | +14.7% | -9.7% | +1.1% |
| YTD | +39.6% | +38.4% | +1.2% | +27.9% |
| 1Y | +81.1% | +34.0% | +47.2% | +66.9% |
| 3Y | +63.0% | +92.7% | -29.6% | +35.7% |
| 5Y | +65.6% | +67.7% | -2.1% | +41.6% |
| 10Y | +183.4% | +248.0% | -64.7% | +99.5% |
| All | +2,306.1% | +8,858.2% | -6,552.1% | +961.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling