+37.2%
AMGN vs BNS
+49.3%
-12.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -13.7% | -0.4% | -13.3% | -13.7% |
| 30D | -8.8% | +3.5% | -12.3% | -8.9% |
| 3M | +7.2% | +14.1% | -6.9% | +5.7% |
| 6M | +1.3% | +33.8% | -32.5% | -2.3% |
| YTD | +17.6% | +29.5% | -11.8% | +13.4% |
| 1Y | +37.2% | +48.4% | -11.2% | +30.7% |
| All | +37.2% | +49.3% | -12.1% | +30.7% |
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 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