+1,395.4%
ASML vs BB
+23.8%
+1,371.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +4.1% |
| 7D | -9.0% | +3.8% | -12.8% | -9.8% |
| 30D | -21.0% | -0.3% | -20.6% | -21.1% |
| 3M | -16.3% | -0.5% | -15.8% | -16.8% |
| 6M | -7.5% | +45.9% | -53.4% | -16.3% |
| YTD | +34.0% | +130.6% | -96.6% | +9.4% |
| 1Y | +39.3% | +89.2% | -49.9% | +18.1% |
| 3Y | +128.9% | +137.5% | -8.6% | +75.5% |
| 5Y | +76.1% | -20.9% | +97.0% | +59.8% |
| All | +1,395.4% | +23.8% | +1,371.6% | +910.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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