+1,557.1%
ASML vs BRO
+297.2%
+1,259.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.9% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | -9.3% | +11.3% | -20.6% | -13.9% |
| 3M | -19.0% | +0.7% | -19.7% | -20.5% |
| 6M | -5.2% | +32.9% | -38.1% | -20.7% |
| YTD | +40.6% | -8.8% | +49.4% | +40.8% |
| 1Y | +47.5% | -9.2% | +56.7% | +47.7% |
| 3Y | +133.9% | +0.1% | +133.8% | +104.1% |
| 5Y | +83.8% | +15.6% | +68.1% | +41.8% |
| All | +1,557.1% | +297.2% | +1,259.9% | +479.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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