+75.5%
ASML vs BROS
-50.1%
+125.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.5% |
| 7D | -9.0% | -21.2% | +12.2% | -4.4% |
| 30D | -21.0% | -11.6% | -9.4% | -19.1% |
| 3M | -16.3% | -36.7% | +20.4% | -8.1% |
| 6M | -7.5% | -42.8% | +35.3% | +2.2% |
| YTD | +34.0% | -44.8% | +78.8% | +48.3% |
| 1Y | +39.3% | -36.5% | +75.8% | +48.8% |
| 3Y | +128.9% | +27.0% | +101.9% | +94.7% |
| All | +75.5% | -50.1% | +125.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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