-52.9%
NVO vs BNS
+130.5%
-183.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -7.6% | -0.4% | -7.2% | -7.4% |
| 30D | -6.0% | +3.5% | -9.4% | -7.5% |
| 3M | -0.8% | +14.1% | -14.8% | -7.1% |
| 6M | +16.5% | +33.8% | -17.3% | +0.8% |
| YTD | -11.1% | +29.5% | -40.6% | -21.7% |
| 1Y | -16.7% | +48.4% | -65.1% | -30.9% |
| 3Y | -52.9% | +129.6% | -182.5% | -68.2% |
| All | -52.9% | +130.5% | -183.4% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling