+108.6%
ASML vs BB
-30.6%
+139.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -5.6% | +6.7% | +2.8% |
| 30D | +2.2% | -11.8% | +14.0% | +5.6% |
| 3M | -2.3% | -25.5% | +23.2% | +4.7% |
| 6M | +23.0% | +121.3% | -98.3% | -5.9% |
| YTD | +61.1% | +103.2% | -42.1% | +26.2% |
| 1Y | +129.1% | +102.6% | +26.5% | +77.6% |
| 3Y | +165.4% | +37.5% | +127.9% | +118.6% |
| All | +108.6% | -30.6% | +139.1% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling