+164.9%
ASML vs BP
+33.2%
+131.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.1% |
| 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% | -2.4% |
| 6M | +23.0% | +15.5% | +7.5% | +16.0% |
| YTD | +61.1% | +30.8% | +30.2% | +45.0% |
| 1Y | +129.1% | +34.3% | +94.8% | +103.5% |
| All | +164.9% | +33.2% | +131.7% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling