+82.7%
ASML vs BB
-17.6%
+100.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | +4.9% | +1.8% | +3.1% | +4.4% |
| 30D | -9.3% | +8.1% | -17.4% | -11.5% |
| 3M | -19.0% | -1.0% | -18.0% | -19.6% |
| 6M | -5.2% | +45.9% | -51.1% | -17.7% |
| YTD | +40.6% | +134.8% | -94.2% | +4.6% |
| 1Y | +47.5% | +104.6% | -57.1% | +13.7% |
| 3Y | +133.9% | +152.8% | -19.0% | +54.0% |
| All | +82.7% | -17.6% | +100.3% | +74.0% |
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