+1,504.8%
ASML vs BX
+700.3%
+804.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.8% | +2.4% | +4.2% |
| 7D | -0.8% | +3.3% | -4.1% | -2.6% |
| 30D | -14.9% | +9.6% | -24.5% | -19.5% |
| 3M | -13.0% | -8.7% | -4.3% | -9.9% |
| 6M | -4.7% | +2.2% | -6.9% | -8.1% |
| YTD | +42.3% | -16.2% | +58.5% | +51.2% |
| 1Y | +49.7% | -11.5% | +61.2% | +54.0% |
| 3Y | +144.3% | +41.0% | +103.3% | +85.3% |
| 5Y | +86.4% | +1.1% | +85.3% | +62.1% |
| 10Y | +1,504.8% | +710.1% | +794.7% | +468.4% |
| All | +1,504.8% | +700.3% | +804.5% | +468.4% |
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