+152.5%
JPM vs BNS
+94.7%
+57.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -2.5% | +3.5% | -5.9% | -4.6% |
| 3M | +14.1% | +14.1% | +0.1% | +5.2% |
| 6M | +25.1% | +33.8% | -8.7% | +4.8% |
| YTD | +12.1% | +29.5% | -17.3% | -4.4% |
| 1Y | +18.8% | +48.4% | -29.6% | -6.7% |
| 3Y | +163.4% | +129.6% | +33.8% | +55.3% |
| All | +152.5% | +94.7% | +57.9% | +64.6% |
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