+140.0%
ASML vs BX
+37.4%
+102.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.5% | -2.8% | +5.4% | +3.9% |
| 30D | -12.2% | +7.3% | -19.5% | -15.1% |
| 3M | -14.6% | -16.3% | +1.7% | -8.3% |
| 6M | -1.7% | +2.5% | -4.2% | -4.6% |
| YTD | +44.3% | -17.6% | +61.9% | +54.8% |
| 1Y | +51.0% | -12.4% | +63.4% | +56.8% |
| All | +140.0% | +37.4% | +102.6% | +86.9% |
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