+1,295.8%
ELV vs BNS
+1,463.9%
-168.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -2.2% | -1.3% | -0.9% | -1.6% |
| 30D | -0.2% | +4.0% | -4.2% | -2.1% |
| 3M | -6.1% | +13.8% | -19.9% | -11.6% |
| 6M | +42.8% | +32.7% | +10.2% | +25.2% |
| YTD | +14.4% | +27.6% | -13.2% | +1.7% |
| 1Y | +28.6% | +47.4% | -18.8% | +7.1% |
| 3Y | -7.4% | +129.0% | -136.4% | -37.9% |
| 5Y | +14.5% | +92.7% | -78.2% | -18.1% |
| 10Y | +257.4% | +182.1% | +75.3% | +109.7% |
| All | +1,295.8% | +1,463.9% | -168.0% | +265.0% |
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