+245.6%
BSX vs BNS
+1,463.9%
-1,218.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.4% |
| 7D | -7.0% | -1.3% | -5.8% | -6.4% |
| 30D | -10.9% | +4.0% | -14.9% | -12.9% |
| 3M | -8.2% | +13.8% | -22.0% | -14.8% |
| 6M | -37.5% | +32.7% | -70.1% | -46.7% |
| YTD | -52.8% | +27.6% | -80.4% | -59.1% |
| 1Y | -58.4% | +47.4% | -105.8% | -66.7% |
| 3Y | -16.5% | +129.0% | -145.5% | -48.3% |
| 5Y | -1.0% | +92.7% | -93.7% | -33.4% |
| 10Y | +91.2% | +182.1% | -90.8% | +1.6% |
| All | +245.6% | +1,463.9% | -1,218.3% | -21.4% |
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 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