+7.9%
QCOM vs BNS
+50.5%
-42.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +3.3% | +1.5% | +1.8% | +2.4% |
| 30D | +7.7% | +6.0% | +1.7% | +4.1% |
| 3M | -30.1% | +16.3% | -46.4% | -36.6% |
| 6M | +22.8% | +27.3% | -4.5% | +6.3% |
| YTD | +0.2% | +28.5% | -28.3% | -13.7% |
| 1Y | +7.9% | +49.0% | -41.2% | -10.9% |
| All | +7.9% | +50.5% | -42.6% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling