+129.1%
ASML vs BNS
+50.5%
+78.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +5.2% |
| 7D | +1.1% | +1.5% | -0.4% | -0.4% |
| 30D | +2.2% | +6.0% | -3.8% | -3.3% |
| 3M | -2.3% | +16.3% | -18.6% | -16.9% |
| 6M | +23.0% | +27.3% | -4.3% | -6.4% |
| YTD | +61.1% | +28.5% | +32.6% | +21.9% |
| 1Y | +129.1% | +49.0% | +80.1% | +54.8% |
| All | +129.1% | +50.5% | +78.6% | +54.8% |
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