+108.6%
ASML vs EFX
-33.8%
+142.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.5% | +6.8% |
| 7D | +1.1% | -8.6% | +9.7% | +4.6% |
| 30D | +2.2% | +0.1% | +2.1% | +1.4% |
| 3M | -2.3% | +3.8% | -6.1% | -6.8% |
| 6M | +23.0% | -13.5% | +36.5% | +27.6% |
| YTD | +61.1% | -17.7% | +78.7% | +69.7% |
| 1Y | +129.1% | -25.6% | +154.7% | +152.3% |
| 3Y | +165.4% | -12.1% | +177.4% | +145.4% |
| All | +108.6% | -33.8% | +142.4% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling