+75.5%
ASML vs BN
+29.3%
+46.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.7% |
| 7D | -9.0% | +5.3% | -14.4% | -12.8% |
| 30D | -21.0% | +11.9% | -32.9% | -27.5% |
| 3M | -16.3% | -5.7% | -10.6% | -13.4% |
| 6M | -7.5% | -10.6% | +3.1% | -1.1% |
| YTD | +34.0% | -9.4% | +43.3% | +41.1% |
| 1Y | +39.3% | -8.8% | +48.1% | +45.5% |
| 3Y | +128.9% | +95.6% | +33.2% | +27.2% |
| All | +75.5% | +29.3% | +46.1% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling