+513.2%
BMY vs BNS
+1,463.9%
-950.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | -0.7% | +4.0% | -4.7% | -2.0% |
| 3M | +15.3% | +13.8% | +1.5% | +10.5% |
| 6M | +8.5% | +32.7% | -24.1% | -0.9% |
| YTD | +23.4% | +27.6% | -4.2% | +14.0% |
| 1Y | +42.9% | +47.4% | -4.5% | +26.1% |
| 3Y | +22.0% | +129.0% | -107.0% | -7.0% |
| 5Y | +24.3% | +92.7% | -68.4% | -1.2% |
| 10Y | +64.6% | +182.1% | -117.5% | +12.4% |
| All | +513.2% | +1,463.9% | -950.7% | +104.1% |
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