+117.9%
ASML vs BB
+122.6%
-4.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.9% | -8.4% |
| 7D | -19.0% | -8.9% | -10.1% | -17.4% |
| 30D | -25.9% | -12.6% | -13.3% | -24.0% |
| 3M | -19.1% | -4.1% | -14.9% | -18.9% |
| 6M | -5.7% | +49.5% | -55.2% | -14.4% |
| YTD | +27.6% | +120.8% | -93.3% | +6.2% |
| 1Y | +30.8% | +76.2% | -45.4% | +13.7% |
| All | +117.9% | +122.6% | -4.7% | +61.4% |
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