+1,395.4%
ASML vs BBY
+270.1%
+1,125.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -9.0% | +4.2% | -13.2% | -10.5% |
| 30D | -21.0% | +17.8% | -38.7% | -25.8% |
| 3M | -16.3% | +25.8% | -42.1% | -23.8% |
| 6M | -7.5% | +73.8% | -81.3% | -26.3% |
| YTD | +34.0% | +54.7% | -20.8% | +10.4% |
| 1Y | +39.3% | +33.4% | +5.9% | +21.2% |
| 3Y | +128.9% | +72.2% | +56.7% | +72.2% |
| 5Y | +76.1% | -2.5% | +78.6% | +58.8% |
| All | +1,395.4% | +270.1% | +1,125.3% | +875.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling