+193.4%
BNS vs ARWR
+1,024.2%
-830.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | +0.9% | -17.8% | +18.8% | +2.2% |
| 30D | +2.8% | -18.1% | +20.9% | +4.1% |
| 3M | +3.0% | -44.2% | +47.2% | +7.0% |
| 6M | +23.3% | -38.6% | +61.9% | +26.8% |
| YTD | +29.3% | -28.0% | +57.4% | +31.1% |
| 1Y | +41.7% | +16.1% | +25.5% | +38.4% |
| 3Y | +147.7% | +84.0% | +63.8% | +126.9% |
| 5Y | +79.4% | -35.4% | +114.8% | +71.8% |
| All | +193.4% | +1,024.2% | -830.9% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling