+912.2%
BX vs BNS
+357.3%
+554.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -2.9% |
| 7D | -5.7% | -1.3% | -4.4% | -4.5% |
| 30D | -8.9% | +4.0% | -12.9% | -12.8% |
| 3M | +8.4% | +13.8% | -5.4% | -4.9% |
| 6M | +18.9% | +32.7% | -13.7% | -9.8% |
| YTD | -13.6% | +27.6% | -41.2% | -32.2% |
| 1Y | -22.4% | +47.4% | -69.8% | -47.1% |
| 3Y | +26.0% | +129.0% | -103.0% | -43.9% |
| 5Y | +18.8% | +92.7% | -73.9% | -36.8% |
| 10Y | +668.7% | +182.1% | +486.7% | +170.5% |
| All | +912.2% | +357.3% | +554.9% | +96.9% |
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