+75.5%
ASML vs BDX
+24.6%
+50.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.2% |
| 7D | -9.0% | +7.1% | -16.1% | -10.5% |
| 30D | -21.0% | +17.6% | -38.6% | -24.0% |
| 3M | -16.3% | +20.4% | -36.7% | -20.1% |
| 6M | -7.5% | +48.3% | -55.8% | -17.6% |
| YTD | +34.0% | +41.6% | -7.6% | +21.4% |
| 1Y | +39.3% | +55.7% | -16.4% | +22.0% |
| 3Y | +128.9% | +10.6% | +118.2% | +120.8% |
| All | +75.5% | +24.6% | +50.9% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling