+5,310.0%
ASML vs BRKR
+177.6%
+5,132.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.8% | +4.7% | -0.4% |
| 7D | +2.8% | -7.8% | +10.6% | +4.8% |
| 30D | -0.2% | -3.4% | +3.1% | +0.4% |
| 3M | -2.6% | -4.8% | +2.2% | -2.9% |
| 6M | +27.9% | +46.7% | -18.8% | +14.0% |
| YTD | +62.4% | +15.8% | +46.6% | +52.8% |
| 1Y | +116.2% | +75.4% | +40.8% | +82.6% |
| 3Y | +182.4% | -10.3% | +192.7% | +172.6% |
| 5Y | +112.4% | -38.8% | +151.2% | +123.7% |
| 10Y | +1,767.1% | +158.2% | +1,608.9% | +1,321.8% |
| All | +5,310.0% | +177.6% | +5,132.4% | +2,822.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling