+93.0%
ASML vs BRO
+18.4%
+74.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | -2.9% | +1.6% | -4.5% | -3.2% |
| 30D | -15.2% | +14.6% | -29.8% | -17.5% |
| 3M | -12.9% | +0.9% | -13.8% | -13.4% |
| 6M | -5.0% | +28.3% | -33.4% | -13.3% |
| YTD | +41.8% | -8.9% | +50.7% | +45.9% |
| 1Y | +46.0% | -7.5% | +53.5% | +48.8% |
| 3Y | +133.5% | +0.9% | +132.5% | +104.6% |
| 5Y | +93.0% | +18.0% | +75.0% | +46.4% |
| All | +93.0% | +18.4% | +74.6% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling