+702.2%
BNY vs BNS
+1,486.6%
-784.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -0.2% | +3.5% | -3.6% | -3.1% |
| 3M | +14.9% | +14.1% | +0.9% | +3.2% |
| 6M | +40.0% | +33.8% | +6.2% | +10.4% |
| YTD | +42.0% | +29.5% | +12.5% | +14.8% |
| 1Y | +56.9% | +48.4% | +8.4% | +13.7% |
| 3Y | +289.9% | +129.6% | +160.3% | +95.6% |
| 5Y | +259.2% | +96.1% | +163.1% | +103.2% |
| 10Y | +413.3% | +186.2% | +227.1% | +108.3% |
| All | +702.2% | +1,486.6% | -784.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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