+982.7%
CSCO vs BNS
+1,492.9%
-510.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -0.7% | +1.5% | -2.2% | -1.5% |
| 30D | -10.1% | +6.0% | -16.1% | -13.1% |
| 3M | -15.7% | +16.3% | -32.0% | -22.5% |
| 6M | +36.3% | +28.8% | +7.5% | +18.4% |
| YTD | +43.8% | +30.0% | +13.9% | +24.4% |
| 1Y | +63.9% | +50.7% | +13.2% | +30.8% |
| 3Y | +104.4% | +125.4% | -21.0% | +29.3% |
| 5Y | +111.4% | +94.2% | +17.1% | +43.4% |
| 10Y | +361.7% | +182.8% | +178.8% | +145.2% |
| All | +982.7% | +1,492.9% | -510.2% | +89.0% |
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 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