+186.9%
BNS vs EXEL
+375.2%
-188.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +0.9% |
| 7D | -0.4% | -4.9% | +4.5% | +0.1% |
| 30D | +3.5% | +11.4% | -7.9% | +2.3% |
| 3M | +14.1% | +4.9% | +9.2% | +13.4% |
| 6M | +33.8% | +34.4% | -0.6% | +29.4% |
| YTD | +29.5% | +28.0% | +1.4% | +25.7% |
| 1Y | +48.4% | +43.6% | +4.8% | +42.1% |
| 3Y | +129.6% | +155.2% | -25.6% | +104.1% |
| 5Y | +96.1% | +181.2% | -85.1% | +70.6% |
| All | +186.9% | +375.2% | -188.3% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling