-1.9%
BDX vs BNS
+94.7%
-96.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -2.5% | +3.5% | -6.0% | -3.6% |
| 3M | +21.4% | +14.1% | +7.3% | +16.5% |
| 6M | +10.4% | +33.8% | -23.4% | +0.8% |
| YTD | +18.8% | +29.5% | -10.6% | +9.4% |
| 1Y | +21.7% | +48.4% | -26.7% | +7.3% |
| 3Y | -10.0% | +129.6% | -139.5% | -31.3% |
| All | -1.9% | +94.7% | -96.6% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling