+406.7%
BNY vs DGX
+255.3%
+151.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -0.2% | -1.2% | +1.0% | +0.2% |
| 3M | +14.9% | +15.8% | -0.8% | +8.7% |
| 6M | +40.0% | +18.2% | +21.8% | +31.2% |
| YTD | +42.0% | +37.2% | +4.8% | +25.5% |
| 1Y | +56.9% | +30.4% | +26.5% | +40.9% |
| 3Y | +289.9% | +96.7% | +193.2% | +194.4% |
| 5Y | +259.2% | +67.2% | +192.0% | +184.2% |
| All | +406.7% | +255.3% | +151.4% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling