-13.2%
BRKR vs BNS
+130.5%
-143.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.8% |
| 3M | -3.1% | +14.1% | -17.2% | -10.3% |
| 6M | +45.5% | +33.8% | +11.7% | +23.3% |
| YTD | +13.7% | +29.5% | -15.8% | -2.3% |
| 1Y | +67.4% | +48.4% | +19.0% | +33.7% |
| 3Y | -13.2% | +129.6% | -142.8% | -43.3% |
| All | -13.2% | +130.5% | -143.7% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling