+216.5%
AZN vs BNS
+188.9%
+27.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | +1.1% | +3.5% | -2.4% | -0.1% |
| 3M | -12.1% | +14.1% | -26.2% | -15.9% |
| 6M | -17.1% | +33.8% | -50.9% | -24.6% |
| YTD | -12.0% | +29.5% | -41.4% | -19.2% |
| 1Y | -0.2% | +48.4% | -48.6% | -12.4% |
| 3Y | +26.8% | +129.6% | -102.8% | -3.7% |
| 5Y | +56.9% | +96.1% | -39.2% | +24.2% |
| All | +216.5% | +188.9% | +27.6% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling