+164.9%
ASML vs BNS
+125.4%
+39.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +5.0% |
| 7D | +1.1% | +1.5% | -0.4% | -0.1% |
| 30D | +2.2% | +6.0% | -3.8% | -2.1% |
| 3M | -2.3% | +16.3% | -18.6% | -12.5% |
| 6M | +23.0% | +28.8% | -5.8% | +2.6% |
| YTD | +61.1% | +30.0% | +31.1% | +33.7% |
| 1Y | +129.1% | +50.7% | +78.4% | +74.2% |
| All | +164.9% | +125.4% | +39.5% | +49.7% |
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