+1,741.2%
ASML vs BNY
+415.8%
+1,325.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | -0.2% | +1.9% | -2.2% | -1.3% |
| 3M | -2.6% | +13.9% | -16.5% | -9.4% |
| 6M | +27.9% | +42.3% | -14.5% | +5.5% |
| YTD | +62.4% | +41.8% | +20.6% | +33.9% |
| 1Y | +116.2% | +57.9% | +58.3% | +68.1% |
| 3Y | +182.4% | +290.7% | -108.3% | +33.9% |
| 5Y | +112.4% | +252.3% | -139.9% | +4.5% |
| All | +1,741.2% | +415.8% | +1,325.4% | +640.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling