+451.1%
BIIB vs BNS
+1,463.9%
-1,012.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -5.4% | -1.3% | -4.1% | -4.9% |
| 30D | +1.7% | +4.0% | -2.3% | +0.1% |
| 3M | +5.8% | +13.8% | -7.9% | +0.3% |
| 6M | +11.9% | +32.7% | -20.7% | -0.5% |
| YTD | +19.7% | +27.6% | -7.9% | +7.8% |
| 1Y | +46.7% | +47.4% | -0.7% | +24.6% |
| 3Y | -18.6% | +129.0% | -147.6% | -42.4% |
| 5Y | -29.8% | +92.7% | -122.5% | -47.3% |
| 10Y | -28.8% | +182.1% | -210.9% | -55.8% |
| All | +451.1% | +1,463.9% | -1,012.8% | +30.3% |
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