+97.5%
CSCO vs BNS
+149.7%
-52.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.9% | +0.9% | +1.0% | +1.5% |
| 30D | -15.8% | +2.8% | -18.6% | -16.6% |
| 3M | -15.4% | +3.0% | -18.4% | -16.3% |
| 6M | -5.4% | +23.3% | -28.7% | -13.2% |
| YTD | +26.5% | +29.3% | -2.9% | +13.7% |
| 1Y | +25.9% | +41.7% | -15.8% | +9.4% |
| 3Y | +97.5% | +147.7% | -50.2% | +39.3% |
| All | +97.5% | +149.7% | -52.1% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling