+6,446.7%
ASML vs BX
+927.0%
+5,519.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.6% |
| 7D | +1.1% | -4.4% | +5.5% | +2.8% |
| 30D | +2.2% | +0.1% | +2.1% | +1.9% |
| 3M | -2.3% | +16.0% | -18.3% | -8.2% |
| 6M | +23.0% | +21.6% | +1.4% | +13.1% |
| YTD | +61.1% | -8.9% | +70.0% | +64.4% |
| 1Y | +129.1% | -16.6% | +145.7% | +140.8% |
| 3Y | +165.4% | +43.3% | +122.0% | +124.0% |
| 5Y | +109.5% | +25.7% | +83.8% | +82.4% |
| 10Y | +1,645.7% | +689.5% | +956.2% | +737.2% |
| All | +6,446.7% | +927.0% | +5,519.7% | +2,213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling