+15.7%
BABA vs BNS
+183.7%
-168.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.1% |
| 7D | +2.4% | -1.1% | +3.5% | +2.8% |
| 30D | -7.8% | +4.7% | -12.5% | -10.3% |
| 3M | -22.4% | +5.5% | -27.9% | -25.1% |
| 6M | -26.0% | +21.7% | -47.7% | -34.4% |
| YTD | -29.3% | +29.5% | -58.7% | -39.3% |
| 1Y | -37.5% | +41.9% | -79.4% | -49.1% |
| 3Y | +31.9% | +148.5% | -116.6% | -21.8% |
| 5Y | -33.4% | +80.3% | -113.7% | -53.2% |
| 10Y | +15.7% | +184.7% | -169.0% | -34.9% |
| All | +15.7% | +183.7% | -168.0% | -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