+52.2%
LYB vs BNS
+51.5%
+0.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.7% | -3.0% |
| 7D | -6.2% | +2.0% | -8.2% | -4.9% |
| 30D | +6.3% | +7.8% | -1.5% | +11.1% |
| 3M | +4.1% | +11.7% | -7.6% | +11.8% |
| 6M | -15.5% | +28.2% | -43.7% | -0.7% |
| YTD | +50.2% | +34.8% | +15.5% | +83.4% |
| All | +52.2% | +51.5% | +0.7% | +78.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling