+171.2%
INTC vs DGX
+96.4%
+74.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.7% |
| 7D | +7.5% | -0.9% | +8.3% | +7.4% |
| 30D | +2.0% | -1.2% | +3.1% | +1.9% |
| 3M | -12.0% | +15.8% | -27.8% | -11.7% |
| 6M | +114.5% | +18.2% | +96.4% | +114.8% |
| YTD | +179.0% | +37.2% | +141.8% | +168.9% |
| 1Y | +318.3% | +30.4% | +287.9% | +306.6% |
| 3Y | +171.2% | +96.7% | +74.5% | +152.3% |
| All | +171.2% | +96.4% | +74.8% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling