+155.1%
NEM vs BNS
+94.7%
+60.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | +7.8% | +3.5% | +4.4% | +5.9% |
| 3M | +30.2% | +14.1% | +16.1% | +21.8% |
| 6M | +9.6% | +33.8% | -24.2% | -5.0% |
| YTD | +27.8% | +29.5% | -1.6% | +12.5% |
| 1Y | +60.7% | +48.4% | +12.3% | +33.0% |
| 3Y | +245.3% | +129.6% | +115.7% | +134.3% |
| All | +155.1% | +94.7% | +60.5% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling