-11.1%
VRSK vs DGX
+66.8%
-77.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -2.3% | -1.2% | -1.2% | -2.0% |
| 3M | -2.9% | +15.8% | -18.7% | -7.2% |
| 6M | -12.8% | +18.2% | -31.0% | -17.3% |
| YTD | -20.8% | +37.2% | -58.0% | -28.7% |
| 1Y | -33.2% | +30.4% | -63.6% | -38.9% |
| 3Y | -26.6% | +96.7% | -123.3% | -42.5% |
| All | -11.1% | +66.8% | -77.9% | -25.5% |
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 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