+1,981.2%
JPM vs BNS
+1,476.3%
+504.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.5% |
| 7D | -0.4% | +1.8% | -2.2% | -2.0% |
| 30D | -1.1% | +4.5% | -5.6% | -5.3% |
| 3M | +14.1% | +15.8% | -1.6% | -0.2% |
| 6M | +23.3% | +31.5% | -8.2% | -3.7% |
| YTD | +11.3% | +28.6% | -17.3% | -11.7% |
| 1Y | +23.0% | +48.2% | -25.2% | -13.9% |
| 3Y | +162.6% | +130.8% | +31.8% | +20.7% |
| 5Y | +152.8% | +94.9% | +57.9% | +32.7% |
| 10Y | +583.6% | +179.6% | +404.1% | +155.6% |
| All | +1,981.2% | +1,476.3% | +504.9% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling