+23.4%
ILMN vs BNS
+184.7%
-161.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | -3.9% | -1.3% | -2.6% | -3.1% |
| 30D | +6.9% | +4.0% | +2.9% | +4.2% |
| 3M | +28.1% | +13.8% | +14.3% | +18.2% |
| 6M | +65.0% | +32.7% | +32.3% | +38.9% |
| YTD | +56.3% | +27.6% | +28.7% | +34.1% |
| 1Y | +108.7% | +47.4% | +61.3% | +64.3% |
| 3Y | +33.1% | +129.0% | -95.9% | -19.8% |
| 5Y | -54.1% | +92.7% | -146.8% | -69.4% |
| All | +23.4% | +184.7% | -161.3% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling