+1,534.9%
ASML vs BX
+690.2%
+844.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.3% |
| 7D | -2.9% | +3.7% | -6.5% | -4.7% |
| 30D | -15.2% | +8.2% | -23.4% | -19.3% |
| 3M | -12.9% | -12.7% | -0.2% | -7.6% |
| 6M | -5.0% | +1.0% | -6.0% | -7.9% |
| YTD | +41.8% | -17.2% | +59.0% | +51.7% |
| 1Y | +46.0% | -11.6% | +57.6% | +50.2% |
| 3Y | +133.5% | +36.8% | +96.7% | +79.9% |
| 5Y | +93.0% | +4.8% | +88.2% | +64.5% |
| 10Y | +1,534.9% | +672.8% | +862.1% | +469.5% |
| All | +1,534.9% | +690.2% | +844.7% | +469.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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