+111.9%
ASML vs BIYA
-99.9%
+211.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | +10.4% | +10.0% | +0.4% | +10.4% |
| 30D | -12.7% | -17.7% | +5.0% | -12.8% |
| 3M | -17.2% | -55.0% | +37.8% | -17.4% |
| 6M | -1.3% | -85.1% | +83.8% | -1.9% |
| YTD | +40.8% | -96.9% | +137.7% | +42.4% |
| 1Y | +45.2% | -98.5% | +143.7% | +48.5% |
| All | +111.9% | -99.9% | +211.7% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling