+2,695.6%
SAP vs DGX
+8,796.3%
-6,100.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +2.6% | -1.2% | +3.8% | +3.0% |
| 3M | +16.3% | +19.9% | -3.6% | +8.9% |
| 6M | +6.4% | +19.2% | -12.8% | -0.4% |
| YTD | -11.4% | +37.5% | -48.9% | -21.6% |
| 1Y | -20.4% | +31.3% | -51.7% | -28.5% |
| 3Y | +56.5% | +96.6% | -40.1% | +19.8% |
| 5Y | +56.8% | +64.3% | -7.5% | +26.6% |
| 10Y | +176.2% | +241.1% | -64.9% | +65.2% |
| All | +2,695.6% | +8,796.3% | -6,100.7% | +466.0% |
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