+140.3%
ASML vs EMR
+95.0%
+45.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -5.3% |
| 7D | -10.0% | +1.6% | -11.6% | -11.0% |
| 30D | -19.4% | +5.0% | -24.4% | -22.1% |
| 3M | -12.5% | +7.7% | -20.1% | -16.9% |
| 6M | +8.2% | +26.8% | -18.5% | -7.8% |
| YTD | +40.7% | +29.9% | +10.8% | +16.5% |
| 1Y | +46.1% | +25.7% | +20.5% | +23.4% |
| All | +140.3% | +95.0% | +45.4% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling