+1,186.2%
IBM vs DGX
+8,796.3%
-7,610.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -1.5% | -1.2% | -0.3% | -1.2% |
| 3M | -16.8% | +19.9% | -36.7% | -20.1% |
| 6M | -9.0% | +19.2% | -28.2% | -12.6% |
| YTD | -20.1% | +37.5% | -57.5% | -25.9% |
| 1Y | -7.0% | +31.3% | -38.3% | -13.1% |
| 3Y | +72.4% | +96.6% | -24.2% | +46.3% |
| 5Y | +112.0% | +64.3% | +47.7% | +85.7% |
| 10Y | +131.6% | +241.1% | -109.6% | +70.3% |
| All | +1,186.2% | +8,796.3% | -7,610.1% | +473.5% |
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