+19,268.3%
BKNG vs BNS
+1,476.3%
+17,792.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -10.7% | -2.2% | -8.5% | -9.3% |
| 30D | -18.1% | +4.5% | -22.6% | -20.7% |
| 3M | +8.5% | +14.9% | -6.4% | -1.3% |
| 6M | -0.1% | +32.5% | -32.5% | -17.1% |
| YTD | -18.2% | +28.6% | -46.8% | -31.1% |
| 1Y | -19.9% | +48.4% | -68.2% | -38.4% |
| 3Y | +41.6% | +130.8% | -89.2% | -19.7% |
| 5Y | +93.1% | +94.8% | -1.7% | +22.2% |
| 10Y | +214.8% | +184.3% | +30.5% | +54.2% |
| All | +19,268.3% | +1,476.3% | +17,792.0% | +2,269.3% |
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