+47.5%
ASML vs EIX
+8.9%
+38.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +4.9% | +1.4% | +3.6% | +4.9% |
| 30D | -9.3% | +8.5% | -17.8% | -9.3% |
| 3M | -19.0% | -13.5% | -5.5% | -18.9% |
| 6M | -5.2% | -12.4% | +7.1% | -5.3% |
| YTD | +40.6% | +5.9% | +34.7% | +48.3% |
| 1Y | +47.5% | +7.6% | +39.9% | +58.6% |
| All | +47.5% | +8.9% | +38.6% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling