+128.9%
ASML vs EMR
+85.7%
+43.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -1.6% | -7.4% | -7.9% |
| 30D | -21.0% | +2.0% | -22.9% | -21.8% |
| 3M | -16.3% | +3.8% | -20.1% | -18.1% |
| 6M | -7.5% | +10.5% | -18.0% | -13.5% |
| YTD | +34.0% | +23.7% | +10.3% | +15.1% |
| 1Y | +39.3% | +25.4% | +13.9% | +18.5% |
| 3Y | +128.9% | +86.6% | +42.3% | +55.9% |
| All | +128.9% | +85.7% | +43.1% | +55.9% |
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 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