-28.1%
BIIB vs BNS
+94.7%
-122.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +4.0% | +3.5% | +0.5% | +2.5% |
| 3M | +8.6% | +14.1% | -5.5% | +2.7% |
| 6M | +14.0% | +33.8% | -19.8% | +0.4% |
| YTD | +23.4% | +29.5% | -6.1% | +9.8% |
| 1Y | +45.9% | +48.4% | -2.5% | +21.5% |
| 3Y | -16.1% | +129.6% | -145.7% | -43.9% |
| All | -28.1% | +94.7% | -122.7% | -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 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