+72.6%
ILMN vs BNS
+40.7%
+31.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | -23.8% | +2.8% | -26.6% | -23.4% |
| 3M | +7.5% | +3.0% | +4.5% | +8.1% |
| 6M | +42.8% | +23.3% | +19.5% | +37.0% |
| YTD | +57.8% | +29.3% | +28.5% | +47.3% |
| 1Y | +72.6% | +41.7% | +30.9% | +52.2% |
| All | +72.6% | +40.7% | +31.9% | +52.2% |
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