+1,118.6%
ABBV vs BNS
+201.9%
+916.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -4.3% | +1.8% | -6.1% | -4.9% |
| 30D | +1.1% | +4.5% | -3.4% | -0.5% |
| 3M | +12.3% | +15.8% | -3.5% | +6.5% |
| 6M | +9.8% | +31.5% | -21.7% | -0.4% |
| YTD | +11.5% | +28.6% | -17.2% | +1.6% |
| 1Y | +22.3% | +48.2% | -25.9% | +6.0% |
| 3Y | +85.2% | +130.8% | -45.6% | +35.6% |
| 5Y | +170.8% | +94.9% | +75.9% | +107.8% |
| 10Y | +485.4% | +179.6% | +305.9% | +280.5% |
| All | +1,118.6% | +201.9% | +916.6% | +666.6% |
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