+46.6%
ASML vs BN
-6.6%
+53.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.8% | +2.4% | +4.3% |
| 7D | -0.8% | +3.6% | -4.5% | -2.5% |
| 30D | -14.9% | +15.9% | -30.7% | -21.5% |
| 3M | -13.0% | -2.3% | -10.6% | -11.5% |
| 6M | -4.7% | -8.4% | +3.7% | +0.9% |
| YTD | +42.3% | -5.9% | +48.2% | +44.6% |
| All | +46.6% | -6.6% | +53.2% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling