+1,644.6%
ASML vs BAX
-34.9%
+1,679.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +1.1% | -1.1% | +2.3% | +1.5% |
| 30D | +2.2% | -5.5% | +7.6% | +4.0% |
| 3M | -2.3% | +33.5% | -35.8% | -12.5% |
| 6M | +23.0% | +35.9% | -12.9% | +9.1% |
| YTD | +61.1% | +35.4% | +25.7% | +41.8% |
| 1Y | +129.1% | +9.8% | +119.4% | +115.2% |
| 3Y | +165.4% | -32.7% | +198.1% | +187.8% |
| 5Y | +109.5% | -65.6% | +175.0% | +200.0% |
| All | +1,644.6% | -34.9% | +1,679.4% | +1,687.1% |
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