+56.2%
SAP vs DGX
+64.0%
-7.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -2.2% | +2.0% | +0.3% |
| 30D | +0.3% | -0.9% | +1.2% | +0.5% |
| 3M | +16.9% | +15.6% | +1.3% | +12.7% |
| 6M | +6.3% | +17.8% | -11.5% | +2.0% |
| YTD | -12.4% | +37.5% | -49.9% | -19.8% |
| 1Y | -21.6% | +31.2% | -52.8% | -27.4% |
| 3Y | +54.8% | +96.6% | -41.8% | +24.4% |
| 5Y | +56.2% | +64.9% | -8.8% | +30.2% |
| All | +56.2% | +64.0% | -7.8% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling