+143.8%
IBM vs DGX
+255.3%
-111.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.4% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | +3.1% | -1.2% | +4.3% | +3.5% |
| 3M | -10.8% | +15.8% | -26.6% | -15.0% |
| 6M | -0.8% | +18.2% | -19.0% | -6.1% |
| YTD | -16.2% | +37.2% | -53.4% | -25.0% |
| 1Y | -2.9% | +30.4% | -33.2% | -11.8% |
| 3Y | +79.8% | +96.7% | -16.9% | +40.1% |
| 5Y | +124.9% | +67.2% | +57.7% | +82.1% |
| All | +143.8% | +255.3% | -111.5% | +48.7% |
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 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