+84.2%
ASML vs BA
-17.2%
+101.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.5% |
| 7D | -10.0% | +5.9% | -15.9% | -12.3% |
| 30D | -19.4% | -8.2% | -11.3% | -16.8% |
| 3M | -12.5% | -25.4% | +12.9% | -1.2% |
| 6M | +8.2% | -20.0% | +28.2% | +17.8% |
| YTD | +40.7% | -18.5% | +59.2% | +51.0% |
| 1Y | +46.1% | -10.6% | +56.8% | +50.0% |
| 3Y | +138.5% | -9.3% | +147.7% | +130.3% |
| 5Y | +84.2% | -16.9% | +101.1% | +72.9% |
| All | +84.2% | -17.2% | +101.4% | +72.9% |
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