+1,582.8%
ASML vs EMR
+281.0%
+1,301.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +2.0% |
| 7D | +2.5% | -2.0% | +4.5% | +4.2% |
| 30D | -12.2% | +2.8% | -15.0% | -13.5% |
| 3M | -14.6% | +2.0% | -16.6% | -15.4% |
| 6M | -1.7% | +20.7% | -22.5% | -12.6% |
| YTD | +44.3% | +27.3% | +17.0% | +23.3% |
| 1Y | +51.0% | +31.0% | +20.0% | +26.6% |
| 3Y | +137.6% | +103.6% | +34.0% | +48.0% |
| 5Y | +92.7% | +88.6% | +4.2% | +26.0% |
| 10Y | +1,582.8% | +280.6% | +1,302.2% | +678.9% |
| All | +1,582.8% | +281.0% | +1,301.8% | +678.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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