+187.4%
ABBV vs BNS
+94.7%
+92.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +3.4% | +3.5% | -0.1% | +2.7% |
| 3M | +15.2% | +14.1% | +1.1% | +12.3% |
| 6M | +14.7% | +33.8% | -19.1% | +8.2% |
| YTD | +15.2% | +29.5% | -14.3% | +9.3% |
| 1Y | +20.4% | +48.4% | -28.0% | +11.0% |
| 3Y | +91.3% | +129.6% | -38.3% | +60.2% |
| All | +187.4% | +94.7% | +92.8% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling