-21.2%
BSX vs BNS
+130.5%
-151.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -10.1% | -0.4% | -9.7% | -10.0% |
| 30D | -16.4% | +3.5% | -19.9% | -17.1% |
| 3M | -8.9% | +14.1% | -22.9% | -11.7% |
| 6M | -38.3% | +33.8% | -72.0% | -42.6% |
| YTD | -54.9% | +29.5% | -84.4% | -57.8% |
| 1Y | -58.8% | +48.4% | -107.2% | -63.0% |
| 3Y | -21.2% | +129.6% | -150.8% | -38.4% |
| All | -21.2% | +130.5% | -151.7% | -38.4% |
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