+1,395.4%
ASML vs BX
+670.3%
+725.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.2% |
| 7D | -9.0% | +1.8% | -10.8% | -10.0% |
| 30D | -21.0% | +7.9% | -28.8% | -24.7% |
| 3M | -16.3% | -9.6% | -6.7% | -13.0% |
| 6M | -7.5% | -2.3% | -5.3% | -8.8% |
| YTD | +34.0% | -19.3% | +53.3% | +45.1% |
| 1Y | +39.3% | -13.2% | +52.5% | +44.5% |
| 3Y | +128.9% | +33.8% | +95.1% | +78.4% |
| 5Y | +76.1% | 0.0% | +76.1% | +53.8% |
| All | +1,395.4% | +670.3% | +725.1% | +437.2% |
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