+7,300.5%
ASML vs BIL
+30.4%
+7,270.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.6% |
| 30D | +2.2% | +0.3% | +1.9% | +4.1% |
| 3M | -2.3% | +0.9% | -3.2% | +3.0% |
| 6M | +23.0% | +1.8% | +21.1% | +35.9% |
| YTD | +61.1% | +2.4% | +58.6% | +83.7% |
| 1Y | +129.1% | +3.7% | +125.4% | +179.6% |
| 3Y | +165.4% | +14.2% | +151.2% | +434.6% |
| 5Y | +109.5% | +19.4% | +90.0% | +436.9% |
| 10Y | +1,645.7% | +25.2% | +1,620.5% | +5,778.2% |
| All | +7,300.5% | +30.4% | +7,270.1% | +21,692.4% |
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