+46.0%
ASML vs BDX
+56.8%
-10.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.6% |
| 7D | -2.9% | +7.3% | -10.1% | -1.4% |
| 30D | -15.2% | +15.7% | -30.9% | -12.9% |
| 3M | -12.9% | +19.1% | -32.0% | -10.1% |
| 6M | -5.0% | +44.1% | -49.2% | -1.1% |
| YTD | +41.8% | +42.1% | -0.3% | +53.7% |
| 1Y | +46.0% | +52.6% | -6.6% | +62.0% |
| All | +46.0% | +56.8% | -10.7% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling