+1,560.7%
LLY vs BNS
+187.0%
+1,373.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -3.2% | -2.2% | -1.0% | -2.6% |
| 30D | -7.4% | +4.5% | -11.9% | -8.7% |
| 3M | -1.0% | +14.9% | -15.9% | -5.1% |
| 6M | +12.5% | +32.5% | -20.0% | +3.5% |
| YTD | +5.0% | +28.6% | -23.6% | -2.9% |
| 1Y | +49.8% | +48.4% | +1.4% | +32.7% |
| 3Y | +95.5% | +130.8% | -35.3% | +51.7% |
| 5Y | +390.7% | +94.8% | +295.9% | +295.7% |
| All | +1,560.7% | +187.0% | +1,373.7% | +1,088.5% |
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