-58.8%
BSX vs BNS
+49.3%
-108.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.3% |
| 7D | -10.1% | -0.4% | -9.7% | -10.1% |
| 30D | -16.4% | +3.5% | -19.9% | -16.8% |
| 3M | -8.9% | +14.1% | -22.9% | -9.6% |
| 6M | -38.3% | +33.8% | -72.0% | -39.6% |
| YTD | -54.9% | +29.5% | -84.4% | -55.9% |
| 1Y | -58.8% | +48.4% | -107.2% | -60.1% |
| All | -58.8% | +49.3% | -108.1% | -60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling