+123.1%
ASML vs BLK
+1.9%
+121.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +4.0% |
| 7D | +6.0% | -2.4% | +8.4% | +7.4% |
| 30D | +1.4% | -3.1% | +4.5% | +3.0% |
| 3M | +1.0% | +10.7% | -9.6% | -6.2% |
| 6M | +37.0% | +15.9% | +21.1% | +23.6% |
| YTD | +65.8% | +4.0% | +61.7% | +59.9% |
| 1Y | +123.1% | +1.3% | +121.9% | +125.1% |
| All | +123.1% | +1.9% | +121.2% | +125.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling