+712.6%
NVS vs BNS
+1,463.9%
-751.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -15.4% | -1.3% | -14.1% | -15.0% |
| 30D | -12.3% | +4.0% | -16.3% | -13.5% |
| 3M | -7.8% | +13.8% | -21.6% | -11.7% |
| 6M | -13.0% | +32.7% | -45.7% | -20.6% |
| YTD | +2.8% | +27.6% | -24.8% | -5.2% |
| 1Y | +10.6% | +47.4% | -36.8% | -2.6% |
| 3Y | +55.1% | +129.0% | -73.9% | +17.9% |
| 5Y | +91.7% | +92.7% | -1.0% | +52.2% |
| 10Y | +181.2% | +182.1% | -0.9% | +92.5% |
| All | +712.6% | +1,463.9% | -751.3% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling