+104.3%
ASML vs BRKR
-39.7%
+144.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | -8.7% | +7.7% | +2.4% |
| 30D | -6.2% | -9.9% | +3.7% | -2.8% |
| 3M | -10.5% | -3.1% | -7.4% | -12.2% |
| 6M | +22.9% | +45.5% | -22.6% | 0.0% |
| YTD | +59.5% | +13.7% | +45.8% | +42.9% |
| 1Y | +112.6% | +67.4% | +45.2% | +58.1% |
| 3Y | +177.4% | -13.2% | +190.6% | +157.5% |
| All | +104.3% | -39.7% | +144.1% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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