+16.7%
BABA vs BNS
+179.9%
-163.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -2.2% | -1.3% | -0.9% | -1.5% |
| 30D | -17.3% | +4.0% | -21.3% | -19.4% |
| 3M | -7.8% | +13.8% | -21.6% | -14.8% |
| 6M | -16.8% | +32.7% | -49.4% | -29.5% |
| YTD | -24.7% | +27.6% | -52.3% | -34.7% |
| 1Y | -24.9% | +47.4% | -72.3% | -40.1% |
| 3Y | +29.1% | +129.0% | -99.9% | -20.1% |
| 5Y | -30.5% | +92.7% | -123.2% | -52.5% |
| 10Y | +16.7% | +182.1% | -165.4% | -34.9% |
| All | +16.7% | +179.9% | -163.2% | -34.9% |
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