+620.2%
DGX vs BNS
+1,476.3%
-856.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | -2.7% | +4.5% | -7.2% | -4.1% |
| 3M | +13.9% | +14.9% | -1.0% | +8.9% |
| 6M | +16.0% | +32.5% | -16.5% | +6.2% |
| YTD | +34.9% | +28.6% | +6.3% | +24.4% |
| 1Y | +30.6% | +48.4% | -17.8% | +15.1% |
| 3Y | +93.0% | +130.8% | -37.8% | +47.4% |
| 5Y | +64.4% | +94.8% | -30.4% | +30.9% |
| 10Y | +248.1% | +184.3% | +63.8% | +139.3% |
| All | +620.2% | +1,476.3% | -856.1% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling