+245.8%
QCOM vs BNS
+188.9%
+56.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.3% |
| 7D | +2.0% | -3.2% | +5.2% | +4.4% |
| 30D | +1.2% | +5.1% | -3.9% | -1.6% |
| 3M | +9.1% | +6.0% | +3.2% | +5.2% |
| 6M | -25.0% | +23.4% | -48.3% | -34.6% |
| YTD | +4.8% | +30.4% | -25.6% | -12.1% |
| 1Y | +3.6% | +44.0% | -40.4% | -18.6% |
| 3Y | +51.5% | +150.3% | -98.9% | -18.1% |
| 5Y | +19.7% | +83.0% | -63.3% | -20.8% |
| 10Y | +245.8% | +190.9% | +54.9% | +85.7% |
| All | +245.8% | +188.9% | +56.9% | +85.7% |
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