+67.7%
ASML vs BN
+32.5%
+35.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -7.2% |
| 7D | -19.0% | +5.7% | -24.8% | -22.5% |
| 30D | -25.9% | +12.0% | -37.9% | -32.1% |
| 3M | -19.1% | -6.1% | -13.0% | -16.0% |
| 6M | -5.7% | -8.6% | +2.9% | -0.7% |
| YTD | +27.6% | -8.5% | +36.1% | +33.5% |
| 1Y | +30.8% | -8.4% | +39.2% | +36.3% |
| 3Y | +116.2% | +92.3% | +24.0% | +22.0% |
| 5Y | +67.7% | +31.3% | +36.3% | +24.3% |
| All | +67.7% | +32.5% | +35.2% | +24.3% |
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