+77,094.7%
ASML vs BAX
+481.2%
+76,613.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.3% |
| 7D | -19.0% | +9.1% | -28.2% | -21.4% |
| 30D | -25.9% | +5.3% | -31.2% | -27.5% |
| 3M | -19.1% | -6.1% | -12.9% | -17.9% |
| 6M | -5.7% | +53.3% | -59.0% | -20.0% |
| YTD | +27.6% | +34.4% | -6.8% | +12.2% |
| 1Y | +30.8% | +43.2% | -12.4% | +12.2% |
| 3Y | +116.2% | -20.1% | +136.4% | +118.0% |
| 5Y | +67.7% | -63.7% | +131.4% | +118.1% |
| 10Y | +1,355.3% | -36.3% | +1,391.7% | +1,432.7% |
| All | +77,094.7% | +481.2% | +76,613.4% | +50,185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling