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  • XOM vs DGX✓SelectedUSD · DGXXOM vs DGX performance historyLatest closeAs of+0.61%09/10
Stock and ETF performance explorer

XOM vs DGX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,606.7%
DGX return
+8,631.6%
Excess return
-7,024.8%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDGXExcessAlpha
1D+0.6%-1.8%+2.4%+1.0%
7D+1.9%-3.5%+5.3%+2.6%
30D+4.1%-2.7%+6.7%+4.6%
3M+10.4%+13.9%-3.5%+7.4%
6M+13.0%+16.0%-3.0%+9.4%
YTD+40.1%+34.9%+5.1%+31.3%
1Y+51.1%+30.6%+20.6%+42.4%
3Y+57.7%+93.0%-35.3%+36.4%
5Y+264.7%+64.4%+200.3%+222.4%
10Y+193.1%+248.1%-55.0%+118.3%
All+1,606.7%+8,631.6%-7,024.8%+875.2%

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 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