+77,094.7%
ASML vs EIX
+1,067.1%
+76,027.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.4% | -9.1% |
| 7D | -19.0% | +2.5% | -21.6% | -19.5% |
| 30D | -25.9% | +14.1% | -40.0% | -28.3% |
| 3M | -19.1% | -9.4% | -9.6% | -18.2% |
| 6M | -5.7% | -9.1% | +3.3% | -5.2% |
| YTD | +27.6% | +7.1% | +20.4% | +22.9% |
| 1Y | +30.8% | +13.3% | +17.5% | +24.0% |
| 3Y | +116.2% | +10.9% | +105.3% | +101.6% |
| 5Y | +67.7% | +21.0% | +46.7% | +52.3% |
| 10Y | +1,355.3% | +33.6% | +1,321.7% | +1,135.8% |
| All | +77,094.7% | +1,067.1% | +76,027.6% | +39,905.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling