+1,557.1%
ASML vs BAX
-35.8%
+1,592.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +4.9% | +0.1% | +4.9% | +5.0% |
| 30D | -9.3% | +4.1% | -13.3% | -10.7% |
| 3M | -19.0% | -4.5% | -14.4% | -18.2% |
| 6M | -5.2% | +49.2% | -54.5% | -18.8% |
| YTD | +40.6% | +35.2% | +5.4% | +23.2% |
| 1Y | +47.5% | +38.3% | +9.2% | +27.9% |
| 3Y | +133.9% | -19.0% | +152.9% | +135.4% |
| 5Y | +83.8% | -64.2% | +148.0% | +158.2% |
| All | +1,557.1% | -35.8% | +1,592.9% | +1,637.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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