+67.7%
ASML vs BP
+105.3%
-37.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -8.8% |
| 7D | -19.0% | -11.2% | -7.8% | -16.3% |
| 30D | -25.9% | -0.7% | -25.2% | -25.9% |
| 3M | -19.1% | +9.8% | -28.9% | -21.6% |
| 6M | -5.7% | -1.6% | -4.2% | -6.1% |
| YTD | +27.6% | +33.5% | -5.9% | +12.0% |
| 1Y | +30.8% | +31.7% | -1.0% | +15.1% |
| 3Y | +116.2% | +45.1% | +71.1% | +79.5% |
| 5Y | +67.7% | +105.9% | -38.3% | +17.4% |
| All | +67.7% | +105.3% | -37.7% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling