+53.3%
NVS vs BNS
+130.5%
-77.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.8% |
| 3M | -10.9% | +14.1% | -25.0% | -14.3% |
| 6M | -12.0% | +33.8% | -45.7% | -19.2% |
| YTD | +2.5% | +29.5% | -26.9% | -5.2% |
| 1Y | +10.7% | +48.4% | -37.7% | -1.6% |
| 3Y | +53.3% | +129.6% | -76.3% | +21.2% |
| All | +53.3% | +130.5% | -77.2% | +21.2% |
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