+67.7%
ASML vs EMR
+82.9%
-15.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -5.7% |
| 7D | -19.0% | -4.8% | -14.3% | -15.7% |
| 30D | -25.9% | +0.7% | -26.7% | -26.1% |
| 3M | -19.1% | +0.4% | -19.5% | -19.2% |
| 6M | -5.7% | +18.4% | -24.1% | -17.1% |
| YTD | +27.6% | +23.9% | +3.7% | +6.9% |
| 1Y | +30.8% | +24.7% | +6.1% | +8.9% |
| 3Y | +116.2% | +86.4% | +29.8% | +22.7% |
| 5Y | +67.7% | +83.3% | -15.6% | -7.9% |
| All | +67.7% | +82.9% | -15.2% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling