+67.7%
ASML vs BB
-23.9%
+91.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.9% | -8.0% |
| 7D | -19.0% | -8.9% | -10.1% | -16.9% |
| 30D | -25.9% | -12.6% | -13.3% | -23.3% |
| 3M | -19.1% | -4.1% | -14.9% | -19.0% |
| 6M | -5.7% | +49.5% | -55.2% | -18.9% |
| YTD | +27.6% | +120.8% | -93.3% | -3.6% |
| 1Y | +30.8% | +76.2% | -45.4% | +5.3% |
| 3Y | +116.2% | +123.8% | -7.6% | +48.2% |
| 5Y | +67.7% | -24.3% | +91.9% | +64.2% |
| All | +67.7% | -23.9% | +91.6% | +64.2% |
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 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