+696.7%
NKE vs BNS
+1,476.3%
-779.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.3% |
| 7D | -5.5% | -2.2% | -3.4% | -4.5% |
| 30D | -10.4% | +4.5% | -14.9% | -12.6% |
| 3M | -15.8% | +14.9% | -30.7% | -21.7% |
| 6M | -33.4% | +32.5% | -65.9% | -42.3% |
| YTD | -41.0% | +28.6% | -69.6% | -48.2% |
| 1Y | -49.1% | +48.4% | -97.4% | -58.3% |
| 3Y | -59.8% | +130.8% | -190.6% | -73.8% |
| 5Y | -75.5% | +94.8% | -170.3% | -82.6% |
| 10Y | -23.5% | +184.3% | -207.8% | -55.6% |
| All | +696.7% | +1,476.3% | -779.6% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling