-11.3%
ABT vs BNS
+94.7%
-105.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | -5.9% | -0.4% | -5.5% | -5.8% |
| 30D | -8.1% | +3.5% | -11.5% | -9.2% |
| 3M | +14.5% | +14.1% | +0.5% | +9.3% |
| 6M | -6.3% | +33.8% | -40.1% | -15.4% |
| YTD | -17.1% | +29.5% | -46.6% | -24.5% |
| 1Y | -21.4% | +48.4% | -69.8% | -32.0% |
| 3Y | +5.9% | +129.6% | -123.7% | -23.7% |
| All | -11.3% | +94.7% | -105.9% | -28.1% |
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 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