+82.7%
ASML vs BAX
-64.2%
+146.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +4.9% | +0.1% | +4.9% | +5.0% |
| 30D | -9.3% | +4.1% | -13.3% | -10.3% |
| 3M | -19.0% | -4.5% | -14.4% | -18.3% |
| 6M | -5.2% | +49.2% | -54.5% | -15.9% |
| YTD | +40.6% | +35.2% | +5.4% | +27.0% |
| 1Y | +47.5% | +38.3% | +9.2% | +32.2% |
| 3Y | +133.9% | -19.0% | +152.9% | +135.1% |
| All | +82.7% | -64.2% | +146.9% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling