+1,504.8%
ASML vs BR
+266.7%
+1,238.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.7% |
| 7D | -0.8% | +4.4% | -5.3% | -3.2% |
| 30D | -14.9% | +16.3% | -31.1% | -21.8% |
| 3M | -13.0% | +16.2% | -29.2% | -20.9% |
| 6M | -4.7% | +30.3% | -35.0% | -20.5% |
| YTD | +42.3% | -12.2% | +54.5% | +49.0% |
| 1Y | +49.7% | -11.3% | +61.0% | +55.4% |
| 3Y | +144.3% | +15.2% | +129.0% | +103.9% |
| 5Y | +86.4% | +18.0% | +68.3% | +50.1% |
| 10Y | +1,504.8% | +268.7% | +1,236.2% | +551.0% |
| All | +1,504.8% | +266.7% | +1,238.2% | +551.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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