-37.8%
NFLX vs DGX
+33.7%
-71.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.3% |
| 7D | -4.2% | -2.3% | -1.9% | -4.1% |
| 30D | +5.5% | +0.6% | +4.9% | +5.4% |
| 3M | -4.1% | +21.4% | -25.5% | -4.6% |
| 6M | -20.7% | +14.7% | -35.4% | -20.8% |
| YTD | -16.5% | +38.4% | -55.0% | -18.3% |
| 1Y | -37.8% | +34.0% | -71.7% | -39.2% |
| All | -37.8% | +33.7% | -71.4% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling