+117.9%
ASML vs BAX
-20.4%
+138.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.6% |
| 7D | -19.0% | +9.1% | -28.2% | -20.5% |
| 30D | -25.9% | +5.3% | -31.2% | -26.9% |
| 3M | -19.1% | -6.1% | -12.9% | -18.1% |
| 6M | -5.7% | +53.3% | -59.0% | -16.6% |
| YTD | +27.6% | +34.4% | -6.8% | +15.8% |
| 1Y | +30.8% | +43.2% | -12.4% | +16.6% |
| All | +117.9% | -20.4% | +138.3% | +122.9% |
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