+1,395.4%
ASML vs BN
+271.1%
+1,124.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.6% |
| 7D | -9.0% | +5.3% | -14.4% | -12.4% |
| 30D | -21.0% | +11.9% | -32.9% | -27.0% |
| 3M | -16.3% | -5.7% | -10.6% | -13.7% |
| 6M | -7.5% | -10.6% | +3.1% | -1.7% |
| YTD | +34.0% | -9.4% | +43.3% | +40.6% |
| 1Y | +39.3% | -8.8% | +48.1% | +45.1% |
| 3Y | +128.9% | +95.6% | +33.2% | +41.0% |
| 5Y | +76.1% | +30.2% | +45.9% | +39.1% |
| All | +1,395.4% | +271.1% | +1,124.3% | +522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling