+75.5%
ASML vs BR
+19.3%
+56.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.6% |
| 7D | -9.0% | +6.5% | -15.5% | -11.2% |
| 30D | -21.0% | +18.9% | -39.9% | -26.2% |
| 3M | -16.3% | +16.3% | -32.6% | -21.9% |
| 6M | -7.5% | +26.2% | -33.7% | -17.9% |
| YTD | +34.0% | -13.1% | +47.1% | +46.6% |
| 1Y | +39.3% | -10.5% | +49.7% | +48.9% |
| 3Y | +128.9% | +13.3% | +115.5% | +91.9% |
| All | +75.5% | +19.3% | +56.2% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling