+149.5%
BRKR vs BNS
+188.9%
-39.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -8.7% | -0.4% | -8.3% | -8.4% |
| 30D | -9.9% | +3.5% | -13.3% | -12.0% |
| 3M | -3.1% | +14.1% | -17.2% | -10.6% |
| 6M | +45.5% | +33.8% | +11.7% | +22.2% |
| YTD | +13.7% | +29.5% | -15.8% | -3.0% |
| 1Y | +67.4% | +48.4% | +19.0% | +31.6% |
| 3Y | -13.2% | +129.6% | -142.8% | -48.2% |
| 5Y | -39.5% | +96.1% | -135.6% | -60.7% |
| All | +149.5% | +188.9% | -39.4% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling