+134.2%
ASML vs BDX
+23.6%
+110.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | +10.4% | +1.0% | +9.3% | +10.3% |
| 30D | -12.7% | +15.1% | -27.9% | -13.9% |
| 3M | -17.2% | +18.2% | -35.4% | -18.7% |
| 6M | -1.3% | +48.1% | -49.4% | -7.0% |
| YTD | +40.8% | +44.1% | -3.3% | +33.8% |
| 1Y | +45.2% | +46.4% | -1.2% | +37.4% |
| All | +134.2% | +23.6% | +110.5% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling