+60.4%
AMGN vs BNS
+50.5%
+10.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +1.1% | +1.5% | -0.4% | +1.0% |
| 30D | +7.8% | +6.0% | +1.9% | +7.4% |
| 3M | +27.3% | +16.3% | +10.9% | +25.0% |
| 6M | +16.8% | +27.3% | -10.5% | +12.5% |
| YTD | +36.3% | +28.5% | +7.8% | +31.4% |
| 1Y | +60.4% | +49.0% | +11.4% | +52.8% |
| All | +60.4% | +50.5% | +10.0% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling