+128.9%
ASML vs BP
+42.8%
+86.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.1% |
| 7D | -9.0% | -11.6% | +2.6% | -7.1% |
| 30D | -21.0% | 0.0% | -21.0% | -21.0% |
| 3M | -16.3% | +6.7% | -23.0% | -17.6% |
| 6M | -7.5% | +2.2% | -9.7% | -8.2% |
| YTD | +34.0% | +33.0% | +1.0% | +19.1% |
| 1Y | +39.3% | +30.7% | +8.6% | +24.4% |
| 3Y | +128.9% | +44.2% | +84.7% | +92.8% |
| All | +128.9% | +42.8% | +86.1% | +92.8% |
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