+115.6%
ASML vs BNY
+251.9%
-136.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.7% |
| 7D | +6.0% | +1.5% | +4.5% | +4.9% |
| 30D | +1.4% | +3.3% | -2.0% | -0.9% |
| 3M | +1.0% | +15.3% | -14.3% | -8.3% |
| 6M | +37.0% | +42.5% | -5.5% | +8.1% |
| YTD | +65.8% | +42.0% | +23.7% | +30.5% |
| 1Y | +123.1% | +59.3% | +63.8% | +62.6% |
| 3Y | +188.2% | +291.2% | -103.0% | +11.8% |
| 5Y | +115.6% | +252.1% | -136.5% | -14.3% |
| All | +115.6% | +251.9% | -136.3% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling