+117.9%
ASML vs EIX
+11.1%
+106.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.4% | -9.3% |
| 7D | -19.0% | +2.5% | -21.6% | -19.2% |
| 30D | -25.9% | +14.1% | -40.0% | -26.5% |
| 3M | -19.1% | -9.4% | -9.6% | -18.8% |
| 6M | -5.7% | -9.1% | +3.3% | -5.7% |
| YTD | +27.6% | +7.1% | +20.4% | +25.8% |
| 1Y | +30.8% | +13.3% | +17.5% | +28.1% |
| All | +117.9% | +11.1% | +106.8% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling