+13,245.4%
GOOG vs DGX
+673.4%
+12,572.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -2.5% | -3.5% | +1.0% | -1.5% |
| 30D | -3.6% | -2.7% | -0.9% | -2.9% |
| 3M | -6.4% | +13.9% | -20.3% | -10.6% |
| 6M | +7.8% | +16.0% | -8.2% | +2.2% |
| YTD | +5.5% | +34.9% | -29.4% | -5.1% |
| 1Y | +38.3% | +30.6% | +7.7% | +25.4% |
| 3Y | +143.1% | +93.0% | +50.1% | +89.6% |
| 5Y | +135.0% | +64.4% | +70.6% | +91.4% |
| 10Y | +778.1% | +248.1% | +530.0% | +425.9% |
| All | +13,245.4% | +673.4% | +12,572.0% | +6,283.9% |
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 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