+164.9%
ASML vs BN
+77.7%
+87.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +1.1% | -2.5% | +3.6% | +2.6% |
| 30D | +2.2% | -9.5% | +11.7% | +8.4% |
| 3M | -2.3% | -10.4% | +8.1% | +4.1% |
| 6M | +23.0% | -6.4% | +29.3% | +27.4% |
| YTD | +61.1% | -11.9% | +72.9% | +72.3% |
| 1Y | +129.1% | -8.6% | +137.7% | +138.7% |
| All | +164.9% | +77.7% | +87.3% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling