+281.8%
QCOM vs BNS
+179.9%
+101.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | +4.4% | -1.3% | +5.6% | +5.2% |
| 30D | +9.4% | +4.0% | +5.4% | +6.2% |
| 3M | -13.7% | +13.8% | -27.5% | -21.0% |
| 6M | +28.9% | +32.7% | -3.8% | +6.8% |
| YTD | +4.7% | +27.6% | -22.9% | -11.3% |
| 1Y | +13.5% | +47.4% | -33.9% | -12.7% |
| 3Y | +77.1% | +129.0% | -51.9% | +1.1% |
| 5Y | +38.9% | +92.7% | -53.8% | -11.1% |
| 10Y | +281.8% | +182.1% | +99.7% | +107.4% |
| All | +281.8% | +179.9% | +101.9% | +107.4% |
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