+28.4%
NVS vs BNS
+52.2%
-23.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +4.0% | +1.5% | +2.5% | +3.7% |
| 30D | +3.6% | +6.0% | -2.4% | +2.3% |
| 3M | +7.8% | +16.3% | -8.5% | +3.4% |
| 6M | -0.2% | +28.8% | -28.9% | -7.7% |
| YTD | +19.6% | +30.0% | -10.4% | +10.0% |
| 1Y | +28.4% | +50.7% | -22.3% | +15.9% |
| All | +28.4% | +52.2% | -23.8% | +15.9% |
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