+85,040.9%
ASML vs BP
+883.5%
+84,157.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -1.6% |
| 7D | -10.0% | -8.4% | -1.6% | -6.3% |
| 30D | -19.4% | +2.2% | -21.7% | -20.6% |
| 3M | -12.5% | +8.8% | -21.3% | -16.7% |
| 6M | +8.2% | -0.5% | +8.7% | +6.3% |
| YTD | +40.7% | +36.2% | +4.5% | +16.7% |
| 1Y | +46.1% | +36.6% | +9.6% | +20.7% |
| 3Y | +138.5% | +48.1% | +90.4% | +85.3% |
| 5Y | +84.2% | +114.3% | -30.1% | +14.7% |
| 10Y | +1,505.1% | +139.2% | +1,365.9% | +753.0% |
| All | +85,040.9% | +883.5% | +84,157.4% | +16,982.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling