+1,551.5%
ASML vs BDX
+85.4%
+1,466.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | -2.9% | +7.3% | -10.1% | -5.3% |
| 30D | -15.2% | +15.7% | -30.9% | -19.7% |
| 3M | -12.9% | +19.1% | -32.0% | -18.6% |
| 6M | -5.0% | +44.1% | -49.2% | -18.3% |
| YTD | +41.8% | +42.1% | -0.3% | +22.4% |
| 1Y | +46.0% | +52.6% | -6.6% | +22.1% |
| 3Y | +133.5% | +22.6% | +110.9% | +108.1% |
| 5Y | +92.7% | +23.3% | +69.4% | +68.4% |
| All | +1,551.5% | +85.4% | +1,466.1% | +1,107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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