+174.9%
NVS vs BNS
+188.9%
-14.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -14.3% | -0.4% | -13.9% | -14.1% |
| 30D | -10.0% | +3.5% | -13.4% | -11.0% |
| 3M | -10.9% | +14.1% | -25.0% | -14.9% |
| 6M | -12.0% | +33.8% | -45.7% | -20.3% |
| YTD | +2.5% | +29.5% | -26.9% | -6.3% |
| 1Y | +10.7% | +48.4% | -37.7% | -3.5% |
| 3Y | +53.3% | +129.6% | -76.3% | +14.6% |
| 5Y | +93.6% | +96.1% | -2.5% | +50.9% |
| All | +174.9% | +188.9% | -14.0% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling