+1,761.8%
ASML vs DGX
+241.2%
+1,520.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +1.4% | -1.2% | +2.6% | +1.8% |
| 3M | +1.0% | +19.9% | -18.9% | -6.4% |
| 6M | +37.0% | +19.2% | +17.8% | +26.8% |
| YTD | +65.8% | +37.5% | +28.3% | +44.0% |
| 1Y | +123.1% | +31.3% | +91.8% | +96.4% |
| 3Y | +188.2% | +96.6% | +91.5% | +104.8% |
| 5Y | +115.6% | +64.3% | +51.3% | +64.8% |
| 10Y | +1,761.8% | +241.1% | +1,520.7% | +882.8% |
| All | +1,761.8% | +241.2% | +1,520.6% | +882.8% |
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