+34.0%
DGX vs BNS
+50.5%
-16.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -1.0% |
| 7D | -2.3% | +1.5% | -3.9% | -2.2% |
| 30D | +0.6% | +6.0% | -5.4% | +0.9% |
| 3M | +21.4% | +16.3% | +5.1% | +22.4% |
| 6M | +14.7% | +27.3% | -12.6% | +15.9% |
| YTD | +38.4% | +28.5% | +9.9% | +39.8% |
| 1Y | +34.0% | +49.0% | -15.0% | +39.1% |
| All | +34.0% | +50.5% | -16.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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