+108.6%
ASML vs BA
-1.7%
+110.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | +2.2% | -11.6% | +13.8% | +7.9% |
| 3M | -2.3% | -2.4% | +0.1% | -1.8% |
| 6M | +23.0% | -6.6% | +29.6% | +25.4% |
| YTD | +61.1% | -2.2% | +63.3% | +60.8% |
| 1Y | +129.1% | -8.0% | +137.1% | +133.5% |
| 3Y | +165.4% | -5.0% | +170.3% | +156.7% |
| All | +108.6% | -1.7% | +110.3% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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