+164.9%
ASML vs BAX
-32.5%
+197.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | +1.1% | -1.1% | +2.3% | +1.4% |
| 30D | +2.2% | -5.5% | +7.6% | +3.4% |
| 3M | -2.3% | +33.5% | -35.8% | -9.6% |
| 6M | +23.0% | +35.9% | -12.9% | +12.6% |
| YTD | +61.1% | +35.4% | +25.7% | +46.8% |
| 1Y | +129.1% | +9.8% | +119.4% | +118.9% |
| All | +164.9% | -32.5% | +197.4% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling