+130.8%
BNS vs ARWR
+181.4%
-50.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +1.8% | +2.9% | -1.1% | +1.6% |
| 30D | +4.5% | -2.9% | +7.4% | +4.7% |
| 3M | +15.8% | +15.2% | +0.6% | +14.4% |
| 6M | +31.5% | +42.3% | -10.8% | +27.8% |
| YTD | +28.6% | +28.2% | +0.4% | +25.6% |
| 1Y | +48.2% | +213.2% | -165.1% | +35.0% |
| 3Y | +130.8% | +184.6% | -53.9% | +103.4% |
| All | +130.8% | +181.4% | -50.6% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling