+75.5%
ASML vs BG
+21.4%
+54.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +4.9% |
| 7D | -9.0% | +2.5% | -11.6% | -9.5% |
| 30D | -21.0% | -6.1% | -14.9% | -20.1% |
| 3M | -16.3% | -8.5% | -7.8% | -15.2% |
| 6M | -7.5% | -20.4% | +12.9% | -3.6% |
| YTD | +34.0% | +13.3% | +20.7% | +27.3% |
| 1Y | +39.3% | +7.3% | +32.0% | +33.9% |
| 3Y | +128.9% | +2.6% | +126.3% | +117.0% |
| All | +75.5% | +21.4% | +54.1% | +44.3% |
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