+123.4%
ILMN vs BNS
+50.5%
+72.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +1.2% | +1.5% | -0.3% | +1.0% |
| 30D | +9.2% | +6.0% | +3.2% | +8.3% |
| 3M | +29.8% | +16.3% | +13.5% | +25.2% |
| 6M | +69.2% | +27.3% | +41.9% | +57.2% |
| YTD | +66.4% | +28.5% | +37.9% | +52.8% |
| 1Y | +123.4% | +49.0% | +74.4% | +81.9% |
| All | +123.4% | +50.5% | +72.9% | +81.9% |
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 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