+310.6%
ASML vs EOSE
-82.7%
+393.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.4% | +12.5% | +5.8% |
| 7D | -9.0% | -7.9% | -1.1% | -8.4% |
| 30D | -21.0% | -43.9% | +22.9% | -16.8% |
| 3M | -16.3% | -55.8% | +39.5% | -10.3% |
| 6M | -7.5% | -73.4% | +65.9% | +3.0% |
| YTD | +34.0% | -84.8% | +118.8% | +53.5% |
| 1Y | +39.3% | -88.6% | +127.9% | +62.3% |
| 3Y | +128.9% | -2.8% | +131.6% | +101.8% |
| 5Y | +76.1% | -84.6% | +160.7% | +55.3% |
| All | +310.6% | -82.7% | +393.3% | +285.7% |
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