+4,485.9%
LLY vs BNS
+1,485.2%
+3,000.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +6.6% | +0.9% | +5.7% | +6.3% |
| 30D | +19.4% | +2.8% | +16.7% | +18.4% |
| 3M | +19.6% | +3.0% | +16.6% | +18.1% |
| 6M | +42.6% | +23.3% | +19.3% | +32.5% |
| YTD | +35.0% | +29.3% | +5.6% | +23.1% |
| 1Y | +42.0% | +41.7% | +0.3% | +25.6% |
| 3Y | +140.5% | +147.7% | -7.2% | +75.8% |
| 5Y | +479.9% | +79.4% | +400.5% | +365.3% |
| 10Y | +2,059.2% | +188.5% | +1,870.7% | +1,322.1% |
| All | +4,485.9% | +1,485.2% | +3,000.7% | +1,324.5% |
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 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