+85,040.9%
ASML vs EMR
+2,291.0%
+82,749.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -5.3% |
| 7D | -10.0% | +1.6% | -11.6% | -11.0% |
| 30D | -19.4% | +5.0% | -24.4% | -22.0% |
| 3M | -12.5% | +7.7% | -20.1% | -16.9% |
| 6M | +8.2% | +26.8% | -18.5% | -7.8% |
| YTD | +40.7% | +29.9% | +10.8% | +17.1% |
| 1Y | +46.1% | +25.7% | +20.5% | +24.2% |
| 3Y | +138.5% | +95.4% | +43.1% | +46.5% |
| 5Y | +84.2% | +93.7% | -9.5% | +14.8% |
| 10Y | +1,505.1% | +340.4% | +1,164.7% | +415.9% |
| All | +85,040.9% | +2,291.0% | +82,749.9% | +9,337.5% |
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