+84.0%
ASML vs BX
0.0%
+84.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.0% |
| 7D | +10.4% | -1.1% | +11.4% | +11.0% |
| 30D | -12.7% | +8.8% | -21.5% | -17.0% |
| 3M | -17.2% | -18.3% | +1.1% | -9.1% |
| 6M | -1.3% | -1.5% | +0.2% | -3.0% |
| YTD | +40.8% | -19.9% | +60.7% | +53.5% |
| 1Y | +45.2% | -14.5% | +59.7% | +52.3% |
| 3Y | +131.8% | +32.3% | +99.5% | +78.6% |
| 5Y | +84.0% | -1.1% | +85.1% | +63.3% |
| All | +84.0% | 0.0% | +84.0% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling