+89.8%
ABBV vs BNS
+129.0%
-39.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | +2.0% | +4.5% | -2.5% | +1.4% |
| 3M | +14.2% | +14.9% | -0.7% | +11.9% |
| 6M | +14.1% | +32.5% | -18.4% | +9.3% |
| YTD | +14.2% | +28.6% | -14.4% | +9.8% |
| 1Y | +24.2% | +48.4% | -24.1% | +16.7% |
| All | +89.8% | +129.0% | -39.2% | +64.8% |
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