+1,477.9%
BNS vs EXEL
+969.8%
+508.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +2.8% | +13.1% | -10.4% | +1.4% |
| 3M | +3.0% | +36.3% | -33.3% | -0.4% |
| 6M | +23.3% | +34.5% | -11.3% | +19.1% |
| YTD | +29.3% | +57.4% | -28.1% | +22.6% |
| 1Y | +41.7% | +62.9% | -21.2% | +33.7% |
| 3Y | +147.7% | +229.5% | -81.8% | +113.6% |
| 5Y | +79.4% | +281.2% | -201.8% | +50.7% |
| 10Y | +188.5% | +320.7% | -132.2% | +126.8% |
| All | +1,477.9% | +969.8% | +508.2% | +748.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling