+13,503.3%
GOOGL vs BNS
+796.7%
+12,706.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +1.1% | +1.8% | -0.7% | +0.1% |
| 30D | -4.4% | +4.5% | -8.9% | -6.8% |
| 3M | -6.8% | +15.8% | -22.6% | -13.8% |
| 6M | +13.6% | +31.5% | -17.9% | -1.4% |
| YTD | +8.3% | +28.6% | -20.3% | -5.0% |
| 1Y | +44.9% | +48.2% | -3.2% | +18.3% |
| 3Y | +150.5% | +130.8% | +19.7% | +61.4% |
| 5Y | +137.7% | +94.9% | +42.8% | +66.6% |
| 10Y | +750.9% | +179.6% | +571.4% | +385.0% |
| All | +13,503.3% | +796.7% | +12,706.6% | +5,054.0% |
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