+51.0%
ASML vs BNS
+42.8%
+8.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.1% |
| 7D | +2.5% | -3.2% | +5.8% | +5.8% |
| 30D | -12.2% | +5.1% | -17.3% | -15.3% |
| 3M | -14.6% | +6.0% | -20.6% | -18.8% |
| 6M | -1.7% | +23.4% | -25.1% | -21.6% |
| YTD | +44.3% | +30.4% | +13.9% | +7.4% |
| 1Y | +51.0% | +44.0% | +7.0% | +8.9% |
| All | +51.0% | +42.8% | +8.2% | +8.9% |
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