+224.4%
MRK vs BNS
+188.9%
+35.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | +8.3% | +3.5% | +4.8% | +7.2% |
| 3M | +20.0% | +14.1% | +6.0% | +15.6% |
| 6M | +25.7% | +33.8% | -8.1% | +15.8% |
| YTD | +38.7% | +29.5% | +9.3% | +28.8% |
| 1Y | +74.7% | +48.4% | +26.3% | +56.2% |
| 3Y | +45.4% | +129.6% | -84.2% | +13.9% |
| 5Y | +129.0% | +96.1% | +33.0% | +85.7% |
| All | +224.4% | +188.9% | +35.5% | +120.9% |
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 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