-0.2%
VRSK vs DGX
+45.7%
-45.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +6.9% |
| 7D | +10.9% | +0.7% | +10.2% | +10.8% |
| 30D | +28.0% | +11.5% | +16.5% | +26.2% |
| 3M | +12.3% | +8.4% | +3.9% | +11.0% |
| 6M | +17.8% | +34.5% | -16.7% | +14.9% |
| YTD | -4.7% | +49.3% | -54.0% | -7.5% |
| 1Y | -0.2% | +45.3% | -45.5% | -2.5% |
| All | -0.2% | +45.7% | -45.9% | -2.5% |
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