+80,969.6%
ASML vs BDX
+3,050.2%
+77,919.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | -9.0% | +7.1% | -16.1% | -11.6% |
| 30D | -21.0% | +17.6% | -38.6% | -26.1% |
| 3M | -16.3% | +20.4% | -36.7% | -22.7% |
| 6M | -7.5% | +48.3% | -55.8% | -22.4% |
| YTD | +34.0% | +41.6% | -7.6% | +14.5% |
| 1Y | +39.3% | +55.7% | -16.4% | +14.3% |
| 3Y | +128.9% | +10.6% | +118.2% | +110.1% |
| 5Y | +76.1% | +24.0% | +52.1% | +52.8% |
| 10Y | +1,428.4% | +84.8% | +1,343.5% | +1,002.2% |
| All | +80,969.6% | +3,050.2% | +77,919.4% | +25,947.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling