-54.1%
ILMN vs BNS
+93.4%
-147.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.3% |
| 7D | -3.9% | -1.3% | -2.6% | -3.0% |
| 30D | +6.9% | +4.0% | +2.9% | +3.7% |
| 3M | +28.1% | +13.8% | +14.3% | +16.1% |
| 6M | +65.0% | +32.7% | +32.3% | +33.3% |
| YTD | +56.3% | +27.6% | +28.7% | +29.1% |
| 1Y | +108.7% | +47.4% | +61.3% | +54.1% |
| 3Y | +33.1% | +129.0% | -95.9% | -31.8% |
| 5Y | -54.1% | +92.7% | -146.8% | -71.1% |
| All | -54.1% | +93.4% | -147.5% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling