+14.9%
BABA vs BNS
+155.1%
-140.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -3.6% | -3.2% | -0.4% | -2.1% |
| 30D | -8.4% | +5.1% | -13.4% | -10.9% |
| 3M | -20.6% | +6.0% | -26.6% | -23.4% |
| 6M | -25.4% | +23.4% | -48.7% | -33.9% |
| YTD | -30.1% | +30.4% | -60.5% | -39.8% |
| 1Y | -36.3% | +44.0% | -80.3% | -47.9% |
| 3Y | +30.4% | +150.3% | -120.0% | -20.7% |
| 5Y | -35.7% | +83.0% | -118.8% | -54.2% |
| 10Y | +16.0% | +190.9% | -174.9% | -32.6% |
| All | +14.9% | +155.1% | -140.2% | -33.2% |
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