+393.6%
ASML vs EOSE
-61.3%
+454.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.9% | -6.7% | +3.1% |
| 7D | +1.1% | +19.0% | -17.9% | -0.8% |
| 30D | +2.2% | +1.6% | +0.6% | +1.7% |
| 3M | -2.3% | -52.0% | +49.7% | +3.8% |
| 6M | +23.0% | -42.5% | +65.5% | +27.1% |
| YTD | +61.1% | -66.1% | +127.2% | +71.8% |
| 1Y | +129.1% | -47.1% | +176.2% | +131.2% |
| 3Y | +165.4% | +0.8% | +164.6% | +131.3% |
| 5Y | +109.5% | -71.7% | +181.1% | +74.1% |
| All | +393.6% | -61.3% | +454.9% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling