+832.7%
BRKR vs BNS
+1,486.6%
-653.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| 3M | -3.1% | +14.1% | -17.2% | -10.5% |
| 6M | +45.5% | +33.8% | +11.7% | +22.7% |
| YTD | +13.7% | +29.5% | -15.8% | -2.6% |
| 1Y | +67.4% | +48.4% | +19.0% | +32.3% |
| 3Y | -13.2% | +129.6% | -142.8% | -47.7% |
| 5Y | -39.5% | +96.1% | -135.6% | -60.4% |
| 10Y | +153.5% | +186.2% | -32.7% | +29.1% |
| All | +832.7% | +1,486.6% | -653.9% | +69.6% |
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