+797.6%
AZN vs BNS
+1,486.6%
-689.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -12.1% | +14.1% | -26.2% | -16.4% |
| 6M | -17.1% | +33.8% | -50.9% | -25.6% |
| YTD | -12.0% | +29.5% | -41.4% | -20.2% |
| 1Y | -0.2% | +48.4% | -48.6% | -14.0% |
| 3Y | +26.8% | +129.6% | -102.8% | -7.2% |
| 5Y | +56.9% | +96.1% | -39.2% | +20.4% |
| 10Y | +226.7% | +186.2% | +40.5% | +110.9% |
| All | +797.6% | +1,486.6% | -689.0% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling