-51.1%
FIS vs DGX
+45.0%
-96.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.5% | -27.2% | -23.9% |
| 7D | -18.4% | +4.1% | -22.5% | -18.7% |
| 30D | -11.4% | +10.5% | -21.9% | -12.6% |
| 3M | -32.0% | +9.8% | -41.8% | -32.9% |
| 6M | -35.6% | +34.6% | -70.2% | -38.6% |
| YTD | -53.8% | +49.8% | -103.6% | -56.6% |
| 1Y | -51.1% | +46.0% | -97.1% | -53.9% |
| All | -51.1% | +45.0% | -96.0% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling