+38,504.6%
ASML vs DGX
+9,592.6%
+28,912.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | -9.0% | +1.5% | -10.5% | -9.6% |
| 30D | -21.0% | +12.6% | -33.5% | -24.3% |
| 3M | -16.3% | +7.6% | -23.9% | -18.8% |
| 6M | -7.5% | +36.2% | -43.7% | -18.1% |
| YTD | +34.0% | +49.8% | -15.8% | +14.0% |
| 1Y | +39.3% | +47.3% | -8.0% | +18.9% |
| 3Y | +128.9% | +102.1% | +26.8% | +70.3% |
| 5Y | +76.1% | +100.3% | -24.2% | +30.3% |
| 10Y | +1,428.4% | +283.1% | +1,145.2% | +773.3% |
| All | +38,504.6% | +9,592.6% | +28,912.0% | +8,796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling