+85,698.1%
ASML vs BKR
+485.3%
+85,212.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | -2.9% | -9.1% | +6.2% | +0.1% |
| 30D | -15.2% | -15.3% | +0.2% | -10.8% |
| 3M | -12.9% | -25.1% | +12.2% | -5.0% |
| 6M | -5.0% | -24.6% | +19.6% | +3.1% |
| YTD | +41.8% | +6.5% | +35.3% | +38.3% |
| 1Y | +46.0% | -0.6% | +46.6% | +45.2% |
| 3Y | +133.5% | +48.0% | +85.4% | +102.7% |
| 5Y | +93.0% | +122.0% | -29.0% | +43.9% |
| 10Y | +1,534.9% | +49.3% | +1,485.6% | +1,136.5% |
| All | +85,698.1% | +485.3% | +85,212.8% | +42,150.6% |
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 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