+11.7%
BABA vs BNS
+187.6%
-175.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -13.8% | +0.9% | -14.7% | -14.2% |
| 30D | -15.1% | +2.8% | -17.9% | -16.5% |
| 3M | -22.7% | +3.0% | -25.7% | -24.4% |
| 6M | -34.7% | +23.3% | -57.9% | -42.4% |
| YTD | -35.0% | +29.3% | -64.4% | -44.2% |
| 1Y | -40.4% | +41.7% | -82.1% | -51.4% |
| 3Y | +21.9% | +147.7% | -125.8% | -27.5% |
| 5Y | -39.9% | +79.4% | -119.3% | -57.6% |
| All | +11.7% | +187.6% | -175.9% | -35.6% |
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