+2,770.9%
AVGO vs BNS
+188.9%
+2,582.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.1% |
| 7D | +1.1% | -0.4% | +1.5% | +1.4% |
| 30D | -13.0% | +3.5% | -16.4% | -15.2% |
| 3M | -6.0% | +14.1% | -20.0% | -14.2% |
| 6M | +6.4% | +33.8% | -27.4% | -12.6% |
| YTD | +5.0% | +29.5% | -24.5% | -12.2% |
| 1Y | +1.4% | +48.4% | -47.0% | -22.5% |
| 3Y | +336.8% | +129.6% | +207.2% | +146.4% |
| 5Y | +698.2% | +96.1% | +602.1% | +397.3% |
| All | +2,770.9% | +188.9% | +2,582.1% | +1,306.4% |
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