+195.5%
BP vs BNS
+1,492.9%
-1,297.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +3.9% | +1.5% | +2.4% | +2.9% |
| 30D | +7.6% | +6.0% | +1.7% | +3.3% |
| 3M | +0.7% | +16.3% | -15.6% | -9.2% |
| 6M | +15.5% | +28.8% | -13.3% | -3.1% |
| YTD | +30.8% | +30.0% | +0.9% | +9.0% |
| 1Y | +34.3% | +50.7% | -16.4% | +1.6% |
| 3Y | +35.1% | +125.4% | -90.3% | -22.7% |
| 5Y | +126.8% | +94.2% | +32.6% | +42.1% |
| 10Y | +123.4% | +182.8% | -59.5% | +11.9% |
| All | +195.5% | +1,492.9% | -1,297.4% | -41.4% |
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