+84.2%
JNJ vs BNS
+94.7%
-10.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | +2.3% | +3.5% | -1.1% | +1.7% |
| 3M | +12.0% | +14.1% | -2.1% | +9.4% |
| 6M | +10.5% | +33.8% | -23.3% | +4.8% |
| YTD | +30.4% | +29.5% | +0.9% | +24.3% |
| 1Y | +52.1% | +48.4% | +3.7% | +41.2% |
| 3Y | +77.8% | +129.6% | -51.8% | +50.7% |
| All | +84.2% | +94.7% | -10.5% | +61.6% |
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