+108.6%
ASML vs BKR
+209.0%
-100.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | +2.2% | +3.3% | -1.2% | +1.0% |
| 3M | -2.3% | -3.6% | +1.3% | -1.3% |
| 6M | +23.0% | +5.0% | +17.9% | +20.5% |
| YTD | +61.1% | +40.9% | +20.1% | +43.5% |
| 1Y | +129.1% | +39.2% | +89.9% | +104.3% |
| 3Y | +165.4% | +83.7% | +81.6% | +115.0% |
| All | +108.6% | +209.0% | -100.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling