+1,559.3%
ASML vs BAX
-36.0%
+1,595.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.7% |
| 7D | +10.4% | +0.4% | +10.0% | +10.3% |
| 30D | -12.7% | +3.4% | -16.1% | -13.9% |
| 3M | -17.2% | -4.5% | -12.7% | -16.4% |
| 6M | -1.3% | +44.0% | -45.3% | -14.4% |
| YTD | +40.8% | +34.9% | +5.9% | +23.5% |
| 1Y | +45.2% | +37.9% | +7.3% | +26.0% |
| 3Y | +131.8% | -17.1% | +148.9% | +130.9% |
| 5Y | +84.0% | -64.3% | +148.3% | +158.7% |
| All | +1,559.3% | -36.0% | +1,595.3% | +1,641.2% |
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