+590.9%
JPM vs BNS
+188.9%
+402.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -2.5% | +3.5% | -5.9% | -5.4% |
| 3M | +14.1% | +14.1% | +0.1% | +2.3% |
| 6M | +25.1% | +33.8% | -8.7% | -1.4% |
| YTD | +12.1% | +29.5% | -17.3% | -9.5% |
| 1Y | +18.8% | +48.4% | -29.6% | -14.2% |
| 3Y | +163.4% | +129.6% | +33.8% | +29.8% |
| 5Y | +156.5% | +96.1% | +60.5% | +42.7% |
| All | +590.9% | +188.9% | +402.0% | +196.7% |
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