+1,580.6%
ASML vs BN
+281.2%
+1,299.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.3% |
| 7D | +2.5% | -2.4% | +5.0% | +4.3% |
| 30D | -12.2% | +13.5% | -25.7% | -19.6% |
| 3M | -14.6% | -5.9% | -8.7% | -11.8% |
| 6M | -1.7% | -8.9% | +7.2% | +3.2% |
| YTD | +44.3% | -7.9% | +52.2% | +49.9% |
| 1Y | +51.0% | -8.3% | +59.3% | +56.9% |
| 3Y | +137.6% | +100.8% | +36.8% | +44.0% |
| 5Y | +92.7% | +38.2% | +54.5% | +47.0% |
| 10Y | +1,580.6% | +302.3% | +1,278.3% | +564.9% |
| All | +1,580.6% | +281.2% | +1,299.4% | +564.9% |
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