+379.9%
CSCO vs BNS
+188.9%
+191.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.0% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -9.5% | +3.5% | -12.9% | -11.2% |
| 3M | -7.6% | +14.1% | -21.7% | -13.8% |
| 6M | +44.9% | +33.8% | +11.1% | +24.5% |
| YTD | +47.7% | +29.5% | +18.2% | +29.1% |
| 1Y | +69.1% | +48.4% | +20.7% | +38.0% |
| 3Y | +113.5% | +129.6% | -16.1% | +37.8% |
| 5Y | +122.8% | +96.1% | +26.7% | +54.8% |
| All | +379.9% | +188.9% | +191.1% | +179.0% |
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