+51.1%
BNS vs EXEL
+92.4%
-41.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +2.9% |
| 7D | +2.0% | +9.8% | -7.8% | +1.6% |
| 30D | +7.8% | +23.6% | -15.9% | +6.6% |
| 3M | +11.7% | +29.9% | -18.2% | +10.2% |
| 6M | +28.2% | +64.7% | -36.5% | +25.3% |
| YTD | +34.8% | +66.0% | -31.2% | +31.1% |
| 1Y | +51.1% | +92.0% | -40.9% | +44.9% |
| All | +51.1% | +92.4% | -41.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling