-47.4%
NKE vs BNS
+50.5%
-97.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | -8.6% | +6.0% | -14.5% | -9.4% |
| 3M | -11.0% | +16.3% | -27.4% | -14.6% |
| 6M | -33.2% | +27.3% | -60.5% | -38.0% |
| YTD | -38.1% | +28.5% | -66.6% | -42.5% |
| 1Y | -47.4% | +49.0% | -96.4% | -53.6% |
| All | -47.4% | +50.5% | -97.8% | -53.6% |
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 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