+77,094.7%
ASML vs EMR
+2,181.2%
+74,913.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -6.2% |
| 7D | -19.0% | -4.8% | -14.3% | -16.1% |
| 30D | -25.9% | +0.7% | -26.7% | -26.1% |
| 3M | -19.1% | +0.4% | -19.5% | -19.1% |
| 6M | -5.7% | +18.4% | -24.1% | -15.7% |
| YTD | +27.6% | +23.9% | +3.7% | +9.9% |
| 1Y | +30.8% | +24.7% | +6.1% | +12.1% |
| 3Y | +116.2% | +86.4% | +29.8% | +37.5% |
| 5Y | +67.7% | +83.3% | -15.6% | +8.7% |
| 10Y | +1,355.3% | +320.2% | +1,035.2% | +384.1% |
| All | +77,094.7% | +2,181.2% | +74,913.5% | +8,755.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling