+128.9%
ASML vs BN
+90.6%
+38.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.6% |
| 7D | -9.0% | +5.3% | -14.4% | -12.2% |
| 30D | -21.0% | +11.9% | -32.9% | -26.7% |
| 3M | -16.3% | -5.7% | -10.6% | -13.6% |
| 6M | -7.5% | -10.6% | +3.1% | -1.6% |
| YTD | +34.0% | -9.4% | +43.3% | +40.4% |
| 1Y | +39.3% | -8.8% | +48.1% | +44.9% |
| 3Y | +128.9% | +95.6% | +33.2% | +49.4% |
| All | +128.9% | +90.6% | +38.2% | +49.4% |
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