+46,304.7%
ASML vs DGX
+8,858.2%
+37,446.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.9% |
| 30D | +2.2% | +0.6% | +1.6% | +1.9% |
| 3M | -2.3% | +21.4% | -23.7% | -9.5% |
| 6M | +23.0% | +14.7% | +8.2% | +16.1% |
| YTD | +61.1% | +38.4% | +22.6% | +41.4% |
| 1Y | +129.1% | +34.0% | +95.1% | +102.5% |
| 3Y | +165.4% | +92.7% | +72.7% | +101.0% |
| 5Y | +109.5% | +67.7% | +41.8% | +65.9% |
| 10Y | +1,645.7% | +248.0% | +1,397.7% | +935.2% |
| All | +46,304.7% | +8,858.2% | +37,446.4% | +10,935.4% |
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