-40.6%
FIS vs DGX
+255.3%
-295.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -7.9% | -0.9% | -7.0% | -7.6% |
| 30D | -8.0% | -1.2% | -6.8% | -7.6% |
| 3M | +0.6% | +15.8% | -15.2% | -4.7% |
| 6M | -22.2% | +18.2% | -40.4% | -26.9% |
| YTD | -40.8% | +37.2% | -78.0% | -47.6% |
| 1Y | -41.5% | +30.4% | -71.9% | -47.3% |
| 3Y | -25.5% | +96.7% | -122.2% | -43.4% |
| 5Y | -64.8% | +67.2% | -131.9% | -72.1% |
| All | -40.6% | +255.3% | -295.9% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling