+5,762.3%
ASML vs BIL
+30.3%
+5,732.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -19.0% | -0.3% | -18.8% | -20.1% |
| 30D | -25.9% | 0.0% | -25.9% | -26.0% |
| 3M | -19.1% | +0.3% | -19.4% | -17.6% |
| 6M | -5.7% | +1.2% | -6.9% | +0.8% |
| YTD | +27.6% | +2.4% | +25.2% | +45.4% |
| 1Y | +30.8% | +3.0% | +27.8% | +53.9% |
| 3Y | +116.2% | +13.1% | +103.1% | +315.2% |
| 5Y | +67.7% | +19.4% | +48.3% | +329.8% |
| 10Y | +1,355.3% | +25.2% | +1,330.2% | +4,792.0% |
| All | +5,762.3% | +30.3% | +5,732.0% | +17,146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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