+5,859.6%
IDXX vs DGX
+8,778.1%
-2,918.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.9% |
| 7D | -5.7% | -0.9% | -4.8% | -5.5% |
| 30D | -11.5% | -1.2% | -10.4% | -11.2% |
| 3M | -9.5% | +15.8% | -25.3% | -13.9% |
| 6M | -16.0% | +18.2% | -34.1% | -20.6% |
| YTD | -25.4% | +37.2% | -62.6% | -32.9% |
| 1Y | -21.8% | +30.4% | -52.1% | -28.5% |
| 3Y | +7.0% | +96.7% | -89.7% | -14.7% |
| 5Y | -26.0% | +67.2% | -93.1% | -38.0% |
| 10Y | +358.9% | +253.9% | +105.0% | +203.5% |
| All | +5,859.6% | +8,778.1% | -2,918.6% | +1,440.4% |
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