+97,349.8%
ASML vs BKR
+674.3%
+96,675.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | +2.2% | +3.3% | -1.2% | +1.1% |
| 3M | -2.3% | -3.6% | +1.3% | -1.4% |
| 6M | +23.0% | +5.0% | +17.9% | +20.6% |
| YTD | +61.1% | +40.9% | +20.1% | +44.4% |
| 1Y | +129.1% | +39.2% | +89.9% | +105.6% |
| 3Y | +165.4% | +83.7% | +81.6% | +115.5% |
| 5Y | +109.5% | +207.5% | -98.1% | +41.1% |
| 10Y | +1,645.7% | +136.3% | +1,509.4% | +1,046.1% |
| All | +97,349.8% | +674.3% | +96,675.4% | +44,015.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling