+6,687.2%
ASML vs BLK
+14,201.7%
-7,514.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.7% |
| 7D | -9.0% | +2.7% | -11.7% | -10.3% |
| 30D | -21.0% | +10.2% | -31.2% | -24.8% |
| 3M | -16.3% | +4.9% | -21.2% | -18.6% |
| 6M | -7.5% | +11.0% | -18.5% | -13.0% |
| YTD | +34.0% | +11.9% | +22.0% | +25.8% |
| 1Y | +39.3% | +12.6% | +26.7% | +30.3% |
| 3Y | +128.9% | +92.9% | +35.9% | +62.1% |
| 5Y | +76.1% | +39.3% | +36.7% | +48.2% |
| 10Y | +1,428.4% | +335.9% | +1,092.4% | +657.2% |
| All | +6,687.2% | +14,201.7% | -7,514.5% | +824.3% |
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