+1,557.1%
ASML vs DGX
+279.6%
+1,277.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.9% | +1.6% | +3.4% | +4.4% |
| 30D | -9.3% | +11.2% | -20.5% | -12.8% |
| 3M | -19.0% | +10.4% | -29.4% | -22.2% |
| 6M | -5.2% | +37.1% | -42.3% | -16.9% |
| YTD | +40.6% | +52.1% | -11.5% | +17.2% |
| 1Y | +47.5% | +40.7% | +6.8% | +26.8% |
| 3Y | +133.9% | +107.6% | +26.3% | +63.4% |
| 5Y | +83.8% | +90.6% | -6.8% | +31.5% |
| All | +1,557.1% | +279.6% | +1,277.5% | +761.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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