+39.3%
NSC vs BAM
+84.5%
-45.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.5% |
| 7D | -3.8% | +7.9% | -11.7% | -5.9% |
| 30D | +4.1% | +16.0% | -11.9% | -0.2% |
| 3M | -3.3% | +0.6% | -3.9% | -3.7% |
| 6M | +5.9% | +10.5% | -4.6% | +2.4% |
| YTD | +15.5% | +3.2% | +12.3% | +13.4% |
| 1Y | +19.3% | +1.0% | +18.3% | +17.8% |
| 3Y | +79.0% | +84.2% | -5.2% | +45.5% |
| All | +39.3% | +84.5% | -45.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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