+1,504.8%
ASML vs BLK
+340.1%
+1,164.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +4.0% |
| 7D | -0.8% | +4.1% | -4.9% | -3.7% |
| 30D | -14.9% | +12.2% | -27.1% | -21.8% |
| 3M | -13.0% | +7.4% | -20.4% | -17.8% |
| 6M | -4.7% | +13.2% | -17.9% | -14.1% |
| YTD | +42.3% | +15.4% | +27.0% | +26.5% |
| 1Y | +49.7% | +14.6% | +35.1% | +33.5% |
| 3Y | +144.3% | +99.2% | +45.1% | +39.9% |
| 5Y | +86.4% | +41.9% | +44.5% | +35.5% |
| 10Y | +1,504.8% | +326.3% | +1,178.6% | +554.0% |
| All | +1,504.8% | +340.1% | +1,164.7% | +554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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