+413.7%
JBL vs BNS
+94.7%
+319.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.6% |
| 7D | +2.4% | -0.4% | +2.8% | +2.7% |
| 30D | -13.1% | +3.5% | -16.6% | -15.3% |
| 3M | -15.6% | +14.1% | -29.6% | -23.5% |
| 6M | +24.6% | +33.8% | -9.2% | +0.9% |
| YTD | +39.6% | +29.5% | +10.1% | +15.8% |
| 1Y | +48.6% | +48.4% | +0.2% | +12.1% |
| 3Y | +197.3% | +129.6% | +67.7% | +61.3% |
| All | +413.7% | +94.7% | +319.1% | +220.3% |
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