+8,656.1%
ASML vs BNS
+1,470.7%
+7,185.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | -2.2% | -6.8% | -7.5% |
| 30D | -21.0% | +5.1% | -26.1% | -23.6% |
| 3M | -16.3% | +4.7% | -21.0% | -19.3% |
| 6M | -7.5% | +19.0% | -26.5% | -18.4% |
| YTD | +34.0% | +28.2% | +5.8% | +12.7% |
| 1Y | +39.3% | +43.4% | -4.1% | +8.3% |
| 3Y | +128.9% | +143.1% | -14.2% | +21.7% |
| 5Y | +76.1% | +77.3% | -1.2% | +17.9% |
| 10Y | +1,428.4% | +183.5% | +1,244.9% | +623.8% |
| All | +8,656.1% | +1,470.7% | +7,185.4% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling