+408.0%
ASML vs EOSE
-57.1%
+465.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -7.9% | +1.8% |
| 7D | +6.0% | +41.4% | -35.5% | +2.2% |
| 30D | +1.4% | +3.6% | -2.2% | +0.6% |
| 3M | +1.0% | -35.7% | +36.8% | +4.5% |
| 6M | +37.0% | -29.9% | +66.8% | +38.9% |
| YTD | +65.8% | -62.5% | +128.2% | +74.9% |
| 1Y | +123.1% | -37.4% | +160.5% | +121.6% |
| 3Y | +188.2% | +55.8% | +132.4% | +142.1% |
| 5Y | +115.6% | -67.8% | +183.4% | +77.0% |
| All | +408.0% | -57.1% | +465.1% | +339.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EOSE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling