+82.7%
ASML vs EMR
+87.8%
-5.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +4.9% | +2.8% | +2.1% | +2.7% |
| 30D | -9.3% | +3.7% | -12.9% | -11.5% |
| 3M | -19.0% | +2.0% | -21.0% | -20.0% |
| 6M | -5.2% | +22.1% | -27.3% | -18.6% |
| YTD | +40.6% | +27.2% | +13.4% | +15.4% |
| 1Y | +47.5% | +32.0% | +15.5% | +17.5% |
| 3Y | +133.9% | +103.3% | +30.6% | +23.4% |
| All | +82.7% | +87.8% | -5.1% | -0.7% |
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