+1,557.1%
ASML vs EIX
+35.3%
+1,521.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +4.9% | +1.4% | +3.6% | +4.6% |
| 30D | -9.3% | +8.5% | -17.8% | -11.0% |
| 3M | -19.0% | -13.5% | -5.5% | -17.3% |
| 6M | -5.2% | -12.4% | +7.1% | -3.9% |
| YTD | +40.6% | +5.9% | +34.7% | +35.5% |
| 1Y | +47.5% | +7.6% | +39.9% | +41.3% |
| 3Y | +133.9% | +12.8% | +121.1% | +114.0% |
| 5Y | +83.8% | +19.2% | +64.6% | +64.5% |
| All | +1,557.1% | +35.3% | +1,521.8% | +1,273.3% |
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