+63,447.4%
NFLX vs DGX
+675.4%
+62,772.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -8.1% | -2.2% | -5.9% | -7.4% |
| 30D | -0.3% | -0.9% | +0.6% | -0.1% |
| 3M | -6.6% | +15.6% | -22.2% | -10.9% |
| 6M | -22.7% | +17.8% | -40.5% | -26.9% |
| YTD | -18.9% | +37.5% | -56.4% | -27.2% |
| 1Y | -39.8% | +31.2% | -71.0% | -45.3% |
| 3Y | +71.7% | +96.6% | -24.9% | +34.5% |
| 5Y | +27.2% | +64.9% | -37.7% | +4.6% |
| 10Y | +687.9% | +254.6% | +433.3% | +385.3% |
| All | +63,447.4% | +675.4% | +62,772.0% | +21,661.1% |
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