+164.9%
ASML vs BB
+38.2%
+126.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -5.6% | +6.7% | +2.3% |
| 30D | +2.2% | -11.8% | +14.0% | +4.7% |
| 3M | -2.3% | -25.5% | +23.2% | +2.7% |
| 6M | +23.0% | +121.3% | -98.3% | +3.3% |
| YTD | +61.1% | +103.2% | -42.1% | +37.5% |
| 1Y | +129.1% | +102.6% | +26.5% | +94.4% |
| All | +164.9% | +38.2% | +126.7% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling