+1,767.1%
ASML vs BKR
+133.0%
+1,634.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +2.8% | -1.5% | +4.3% | +3.3% |
| 30D | -0.2% | -0.7% | +0.4% | 0.0% |
| 3M | -2.6% | +0.5% | -3.1% | -3.0% |
| 6M | +27.9% | +6.6% | +21.2% | +24.7% |
| YTD | +62.4% | +41.3% | +21.2% | +45.1% |
| 1Y | +116.2% | +42.2% | +74.0% | +92.2% |
| 3Y | +182.4% | +83.4% | +98.9% | +128.7% |
| 5Y | +112.4% | +203.6% | -91.2% | +42.7% |
| 10Y | +1,767.1% | +139.9% | +1,627.1% | +969.6% |
| All | +1,767.1% | +133.0% | +1,634.1% | +969.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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