+128.9%
ASML vs BNS
+141.7%
-12.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | -2.2% | -6.8% | -7.4% |
| 30D | -21.0% | +5.1% | -26.1% | -23.4% |
| 3M | -16.3% | +4.7% | -21.0% | -19.1% |
| 6M | -7.5% | +19.0% | -26.5% | -18.6% |
| YTD | +34.0% | +28.2% | +5.8% | +12.0% |
| 1Y | +39.3% | +43.4% | -4.1% | +8.9% |
| 3Y | +128.9% | +143.1% | -14.2% | +28.3% |
| All | +128.9% | +141.7% | -12.9% | +28.3% |
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