+36.2%
QCOM vs BNS
+94.5%
-58.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.9% |
| 7D | +5.1% | +1.8% | +3.2% | +3.6% |
| 30D | +4.3% | +4.5% | -0.2% | +0.5% |
| 3M | -19.6% | +15.8% | -35.4% | -28.5% |
| 6M | +29.5% | +31.5% | -2.0% | +5.0% |
| YTD | +3.4% | +28.6% | -25.2% | -15.1% |
| 1Y | +10.9% | +48.2% | -37.3% | -18.5% |
| 3Y | +74.8% | +130.8% | -56.0% | -10.9% |
| 5Y | +36.2% | +94.9% | -58.7% | -13.5% |
| All | +36.2% | +94.5% | -58.3% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling