+12,149.3%
ASML vs BB
+258.8%
+11,890.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -5.6% | +6.7% | +2.5% |
| 30D | +2.2% | -11.8% | +14.0% | +5.1% |
| 3M | -2.3% | -25.5% | +23.2% | +3.6% |
| 6M | +23.0% | +121.3% | -98.3% | -1.2% |
| YTD | +61.1% | +103.2% | -42.1% | +31.9% |
| 1Y | +129.1% | +102.6% | +26.5% | +86.2% |
| 3Y | +165.4% | +37.5% | +127.9% | +120.9% |
| 5Y | +109.5% | -30.4% | +139.9% | +99.2% |
| 10Y | +1,645.7% | 0.0% | +1,645.7% | +1,082.3% |
| All | +12,149.3% | +258.8% | +11,890.4% | +2,902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling