+84.0%
ASML vs BG
+21.6%
+62.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +10.4% | +1.5% | +8.9% | +10.1% |
| 30D | -12.7% | -7.0% | -5.7% | -11.5% |
| 3M | -17.2% | -10.0% | -7.2% | -15.7% |
| 6M | -1.3% | -19.8% | +18.5% | +2.7% |
| YTD | +40.8% | +14.3% | +26.5% | +33.6% |
| 1Y | +45.2% | +6.5% | +38.7% | +40.0% |
| 3Y | +131.8% | +4.4% | +127.4% | +118.9% |
| 5Y | +84.0% | +20.2% | +63.8% | +55.0% |
| All | +84.0% | +21.6% | +62.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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