+101.6%
ASML vs BIYA
-99.9%
+201.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +5.0% |
| 7D | -9.0% | -10.5% | +1.5% | -9.1% |
| 30D | -21.0% | -51.7% | +30.8% | -21.2% |
| 3M | -16.3% | -60.8% | +44.5% | -16.5% |
| 6M | -7.5% | -90.6% | +83.1% | -8.0% |
| YTD | +34.0% | -97.1% | +131.1% | +35.5% |
| 1Y | +39.3% | -99.1% | +138.4% | +43.1% |
| All | +101.6% | -99.9% | +201.5% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling