-61.4%
ADBE vs BNS
+93.4%
-154.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -12.9% | -2.2% | -10.7% | -12.1% |
| 30D | -5.6% | +4.5% | -10.1% | -7.6% |
| 3M | +6.6% | +14.9% | -8.3% | -0.6% |
| 6M | -9.6% | +32.5% | -42.0% | -21.9% |
| YTD | -28.9% | +28.6% | -57.5% | -38.0% |
| 1Y | -28.9% | +48.4% | -77.3% | -42.9% |
| 3Y | -55.6% | +130.8% | -186.4% | -73.1% |
| All | -61.4% | +93.4% | -154.8% | -72.7% |
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