+25,923.4%
GILD vs DGX
+8,778.1%
+17,145.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.3% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | +5.8% | -1.2% | +6.9% | +6.2% |
| 3M | +14.9% | +15.8% | -0.8% | +8.8% |
| 6M | -0.4% | +18.2% | -18.5% | -6.5% |
| YTD | +18.5% | +37.2% | -18.7% | +5.1% |
| 1Y | +25.1% | +30.4% | -5.2% | +12.7% |
| 3Y | +105.9% | +96.7% | +9.2% | +58.7% |
| 5Y | +143.0% | +67.2% | +75.8% | +96.4% |
| 10Y | +162.4% | +253.9% | -91.5% | +54.9% |
| All | +25,923.4% | +8,778.1% | +17,145.3% | +5,669.5% |
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 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