+1,644.6%
ASML vs EIX
+17.3%
+1,627.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.0% |
| 7D | +1.1% | -19.1% | +20.2% | +5.1% |
| 30D | +2.2% | -16.9% | +19.1% | +5.3% |
| 3M | -2.3% | -20.0% | +17.7% | +1.3% |
| 6M | +23.0% | -21.3% | +44.3% | +28.0% |
| YTD | +61.1% | -1.7% | +62.8% | +58.0% |
| 1Y | +129.1% | +9.6% | +119.5% | +117.5% |
| 3Y | +165.4% | -3.7% | +169.0% | +153.2% |
| 5Y | +109.5% | +22.6% | +86.8% | +85.7% |
| All | +1,644.6% | +17.3% | +1,627.3% | +1,384.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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