+14.1%
QCOM vs BNS
+78.5%
-64.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +4.3% | +0.9% | +3.3% | +3.5% |
| 30D | -0.1% | +2.8% | -2.9% | -1.6% |
| 3M | +5.2% | +3.0% | +2.2% | +3.2% |
| 6M | -18.4% | +23.3% | -41.6% | -30.3% |
| YTD | +2.4% | +29.3% | -26.9% | -16.0% |
| 1Y | +0.9% | +41.7% | -40.8% | -23.0% |
| 3Y | +48.4% | +147.7% | -99.3% | -28.9% |
| All | +14.1% | +78.5% | -64.4% | -23.5% |
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