+75.5%
ASML vs BLK
+38.6%
+36.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.5% |
| 7D | -9.0% | +2.7% | -11.7% | -11.1% |
| 30D | -21.0% | +10.2% | -31.2% | -27.1% |
| 3M | -16.3% | +4.9% | -21.2% | -20.0% |
| 6M | -7.5% | +11.0% | -18.5% | -16.4% |
| YTD | +34.0% | +11.9% | +22.0% | +20.0% |
| 1Y | +39.3% | +12.6% | +26.7% | +23.9% |
| 3Y | +128.9% | +92.9% | +35.9% | +16.8% |
| All | +75.5% | +38.6% | +36.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling