+164.9%
ASML vs BX
+38.2%
+126.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +1.1% | -4.4% | +5.5% | +3.0% |
| 30D | +2.2% | +0.1% | +2.1% | +1.8% |
| 3M | -2.3% | +16.0% | -18.3% | -9.4% |
| 6M | +23.0% | +21.6% | +1.4% | +10.9% |
| YTD | +61.1% | -8.9% | +70.0% | +65.9% |
| 1Y | +129.1% | -16.6% | +145.7% | +145.3% |
| All | +164.9% | +38.2% | +126.8% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling