+28.2%
BABA vs BNS
+154.2%
-126.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.9% |
| 7D | -4.8% | +1.5% | -6.3% | -5.5% |
| 30D | -11.9% | +6.0% | -17.8% | -14.8% |
| 3M | -9.3% | +16.3% | -25.6% | -16.8% |
| 6M | -14.2% | +28.8% | -43.0% | -25.5% |
| YTD | -22.0% | +30.0% | -52.0% | -32.5% |
| 1Y | -12.7% | +50.7% | -63.4% | -30.2% |
| 3Y | +26.7% | +125.4% | -98.7% | -18.6% |
| 5Y | -29.3% | +94.2% | -123.6% | -50.8% |
| 10Y | +21.2% | +182.8% | -161.6% | -28.5% |
| All | +28.2% | +154.2% | -126.0% | -25.1% |
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