-74.7%
NKE vs BNS
+94.7%
-169.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -8.2% | +3.5% | -11.6% | -10.1% |
| 3M | -19.1% | +14.1% | -33.1% | -25.2% |
| 6M | -32.6% | +33.8% | -66.4% | -43.2% |
| YTD | -40.7% | +29.5% | -70.2% | -49.2% |
| 1Y | -48.9% | +48.4% | -97.3% | -59.7% |
| 3Y | -59.2% | +129.6% | -188.8% | -76.1% |
| All | -74.7% | +94.7% | -169.4% | -82.4% |
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