+24.4%
LYB vs BNS
+52.2%
-27.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -2.6% |
| 7D | -0.2% | +1.5% | -1.8% | +0.6% |
| 30D | +8.7% | +6.0% | +2.8% | +12.8% |
| 3M | -3.0% | +16.3% | -19.4% | +6.1% |
| 6M | +4.7% | +28.8% | -24.0% | +23.9% |
| YTD | +51.6% | +30.0% | +21.6% | +77.5% |
| 1Y | +24.4% | +50.7% | -26.4% | +41.9% |
| All | +24.4% | +52.2% | -27.8% | +41.9% |
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