+108.6%
ASML vs BLK
+35.1%
+73.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.5% |
| 7D | +1.1% | -3.6% | +4.7% | +4.1% |
| 30D | +2.2% | -1.0% | +3.2% | +2.8% |
| 3M | -2.3% | +10.4% | -12.7% | -10.9% |
| 6M | +23.0% | +8.2% | +14.8% | +13.9% |
| YTD | +61.1% | +6.0% | +55.0% | +51.3% |
| 1Y | +129.1% | +3.3% | +125.8% | +118.5% |
| 3Y | +165.4% | +70.3% | +95.1% | +52.6% |
| All | +108.6% | +35.1% | +73.5% | +42.2% |
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