+188.2%
ASML vs BNY
+290.9%
-102.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.6% |
| 7D | +6.0% | +1.5% | +4.5% | +5.0% |
| 30D | +1.4% | +3.3% | -2.0% | -0.7% |
| 3M | +1.0% | +15.3% | -14.3% | -7.4% |
| 6M | +37.0% | +42.5% | -5.5% | +10.8% |
| YTD | +65.8% | +42.0% | +23.7% | +33.6% |
| 1Y | +123.1% | +59.3% | +63.8% | +68.0% |
| 3Y | +188.2% | +291.2% | -103.0% | +32.5% |
| All | +188.2% | +290.9% | -102.8% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling