+51.0%
ASML vs DGX
+42.2%
+8.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.5% | +1.2% | +1.4% | +2.8% |
| 30D | -12.2% | +11.2% | -23.4% | -9.7% |
| 3M | -14.6% | +9.3% | -23.9% | -12.5% |
| 6M | -1.7% | +37.4% | -39.1% | +5.4% |
| YTD | +44.3% | +51.6% | -7.3% | +64.9% |
| 1Y | +51.0% | +39.3% | +11.7% | +61.6% |
| All | +51.0% | +42.2% | +8.8% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling