+1,644.6%
ASML vs BP
+123.0%
+1,521.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +1.1% | +3.9% | -2.8% | -0.4% |
| 30D | +2.2% | +7.6% | -5.4% | -0.7% |
| 3M | -2.3% | +0.7% | -3.0% | -3.1% |
| 6M | +23.0% | +15.5% | +7.5% | +13.9% |
| YTD | +61.1% | +30.8% | +30.2% | +41.4% |
| 1Y | +129.1% | +34.3% | +94.8% | +98.1% |
| 3Y | +165.4% | +35.1% | +130.3% | +124.8% |
| 5Y | +109.5% | +126.8% | -17.4% | +38.9% |
| All | +1,644.6% | +123.0% | +1,521.6% | +1,044.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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