+1,504.8%
ASML vs BNS
+186.8%
+1,318.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +4.9% |
| 7D | -0.8% | -0.8% | -0.1% | -0.2% |
| 30D | -14.9% | +5.5% | -20.4% | -18.0% |
| 3M | -13.0% | +6.0% | -19.0% | -16.9% |
| 6M | -4.7% | +22.6% | -27.3% | -18.2% |
| YTD | +42.3% | +30.5% | +11.9% | +17.0% |
| 1Y | +49.7% | +44.1% | +5.6% | +14.6% |
| 3Y | +144.3% | +150.8% | -6.5% | +22.9% |
| 5Y | +86.4% | +80.7% | +5.7% | +19.9% |
| 10Y | +1,504.8% | +185.2% | +1,319.7% | +767.1% |
| All | +1,504.8% | +186.8% | +1,318.0% | +767.1% |
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