+8,058.6%
ASML vs BLK
+13,445.8%
-5,387.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | -3.6% | +4.7% | +3.0% |
| 30D | +2.2% | -1.0% | +3.2% | +2.6% |
| 3M | -2.3% | +10.4% | -12.7% | -7.6% |
| 6M | +23.0% | +8.2% | +14.8% | +17.8% |
| YTD | +61.1% | +6.0% | +55.0% | +55.7% |
| 1Y | +129.1% | +3.3% | +125.8% | +123.9% |
| 3Y | +165.4% | +70.3% | +95.1% | +100.6% |
| 5Y | +109.5% | +34.5% | +75.0% | +80.0% |
| 10Y | +1,645.7% | +281.9% | +1,363.8% | +820.9% |
| All | +8,058.6% | +13,445.8% | -5,387.2% | +1,044.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling