+211.8%
BP vs BNS
+1,485.2%
-1,273.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.8% | +0.9% | +2.9% | +3.2% |
| 30D | -5.3% | +2.8% | -8.1% | -7.1% |
| 3M | +9.3% | +3.0% | +6.3% | +6.2% |
| 6M | +7.2% | +23.3% | -16.0% | -7.3% |
| YTD | +38.0% | +29.3% | +8.7% | +14.8% |
| 1Y | +33.2% | +41.7% | -8.5% | +4.4% |
| 3Y | +50.3% | +147.7% | -97.4% | -19.1% |
| 5Y | +114.1% | +79.4% | +34.7% | +40.5% |
| 10Y | +140.7% | +188.5% | -47.8% | +18.8% |
| All | +211.8% | +1,485.2% | -1,273.4% | -38.3% |
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