+47.9%
BAX vs BNS
+1,492.9%
-1,445.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -1.1% | +1.5% | -2.7% | -1.7% |
| 30D | -5.5% | +6.0% | -11.4% | -7.5% |
| 3M | +33.5% | +16.3% | +17.2% | +26.5% |
| 6M | +35.9% | +28.8% | +7.1% | +24.6% |
| YTD | +35.4% | +30.0% | +5.4% | +23.8% |
| 1Y | +9.8% | +50.7% | -41.0% | -4.5% |
| 3Y | -32.7% | +125.4% | -158.1% | -48.9% |
| 5Y | -65.6% | +94.2% | -159.8% | -72.8% |
| 10Y | -34.9% | +182.8% | -217.7% | -55.3% |
| All | +47.9% | +1,492.9% | -1,445.1% | -47.5% |
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