+47.5%
ASML vs BKR
+5.7%
+41.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | +4.9% | +3.8% | +1.2% | +3.2% |
| 30D | -9.3% | -10.3% | +1.0% | -5.6% |
| 3M | -19.0% | -21.7% | +2.7% | -11.2% |
| 6M | -5.2% | -23.8% | +18.6% | +5.3% |
| YTD | +40.6% | +10.3% | +30.3% | +34.3% |
| 1Y | +47.5% | +5.7% | +41.8% | +42.2% |
| All | +47.5% | +5.7% | +41.8% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling