+1,534.9%
ASML vs BAX
-34.5%
+1,569.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.9% | +3.6% | -6.5% | -3.9% |
| 30D | -15.2% | +8.5% | -23.7% | -17.7% |
| 3M | -12.9% | -4.9% | -8.0% | -12.0% |
| 6M | -5.0% | +47.0% | -52.0% | -18.2% |
| YTD | +41.8% | +38.4% | +3.4% | +23.3% |
| 1Y | +46.0% | +49.1% | -3.1% | +23.3% |
| 3Y | +133.5% | -14.9% | +148.4% | +130.6% |
| 5Y | +93.0% | -63.1% | +156.1% | +168.3% |
| 10Y | +1,534.9% | -35.6% | +1,570.5% | +1,606.0% |
| All | +1,534.9% | -34.5% | +1,569.4% | +1,606.0% |
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