+1,395.4%
ASML vs BDX
+82.8%
+1,312.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | -9.0% | +7.1% | -16.1% | -11.3% |
| 30D | -21.0% | +17.6% | -38.6% | -25.6% |
| 3M | -16.3% | +20.4% | -36.7% | -22.1% |
| 6M | -7.5% | +48.3% | -55.8% | -21.6% |
| YTD | +34.0% | +41.6% | -7.6% | +15.7% |
| 1Y | +39.3% | +55.7% | -16.4% | +15.4% |
| 3Y | +128.9% | +10.6% | +118.2% | +113.3% |
| 5Y | +76.1% | +24.0% | +52.1% | +53.3% |
| All | +1,395.4% | +82.8% | +1,312.6% | +1,002.1% |
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