+45.2%
ASML vs EIX
+9.5%
+35.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +10.4% | -1.5% | +11.8% | +10.3% |
| 30D | -12.7% | +8.1% | -20.9% | -12.7% |
| 3M | -17.2% | -12.1% | -5.0% | -17.1% |
| 6M | -1.3% | -13.4% | +12.1% | -1.3% |
| YTD | +40.8% | +5.6% | +35.2% | +48.6% |
| 1Y | +45.2% | +7.8% | +37.4% | +57.2% |
| All | +45.2% | +9.5% | +35.7% | +57.2% |
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