-31.7%
NKE vs BNS
+52.0%
-83.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.3% | +4.7% |
| 7D | +9.0% | +2.0% | +7.0% | +8.6% |
| 30D | +19.2% | +7.8% | +11.5% | +17.8% |
| 3M | -1.5% | +11.7% | -13.1% | -3.2% |
| 6M | -4.2% | +28.2% | -32.4% | -9.7% |
| YTD | -34.8% | +34.8% | -69.5% | -38.8% |
| 1Y | -31.7% | +51.1% | -82.7% | -34.9% |
| All | -31.7% | +52.0% | -83.7% | -34.9% |
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