+97,349.8%
ASML vs EMR
+2,043.9%
+95,305.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.0% |
| 7D | +1.1% | -1.5% | +2.6% | +2.2% |
| 30D | +2.2% | -5.6% | +7.8% | +6.2% |
| 3M | -2.3% | +7.9% | -10.2% | -7.3% |
| 6M | +23.0% | +6.0% | +16.9% | +18.6% |
| YTD | +61.1% | +16.4% | +44.6% | +44.3% |
| 1Y | +129.1% | +16.6% | +112.5% | +104.3% |
| 3Y | +165.4% | +62.9% | +102.5% | +84.5% |
| 5Y | +109.5% | +60.1% | +49.4% | +47.9% |
| 10Y | +1,645.7% | +268.7% | +1,377.0% | +533.1% |
| All | +97,349.8% | +2,043.9% | +95,305.9% | +11,530.0% |
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