+77,094.7%
ASML vs BN
+19,341.6%
+57,753.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -7.6% |
| 7D | -19.0% | +5.7% | -24.8% | -21.8% |
| 30D | -25.9% | +12.0% | -37.9% | -30.8% |
| 3M | -19.1% | -6.1% | -13.0% | -16.7% |
| 6M | -5.7% | -8.6% | +2.9% | -1.8% |
| YTD | +27.6% | -8.5% | +36.1% | +32.6% |
| 1Y | +30.8% | -8.4% | +39.2% | +35.5% |
| 3Y | +116.2% | +92.3% | +24.0% | +46.5% |
| 5Y | +67.7% | +31.3% | +36.3% | +39.7% |
| 10Y | +1,355.3% | +280.5% | +1,074.8% | +572.4% |
| All | +77,094.7% | +19,341.6% | +57,753.1% | +6,464.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling