+96.7%
DGX vs BNS
+130.5%
-33.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.2% | +3.5% | -4.6% | -1.6% |
| 3M | +15.8% | +14.1% | +1.7% | +13.6% |
| 6M | +18.2% | +33.8% | -15.6% | +13.0% |
| YTD | +37.2% | +29.5% | +7.7% | +31.7% |
| 1Y | +30.4% | +48.4% | -18.1% | +21.7% |
| 3Y | +96.7% | +129.6% | -32.9% | +69.1% |
| All | +96.7% | +130.5% | -33.8% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling