+1,082.4%
ASML vs EQX
+243.0%
+839.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.5% | +4.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.3% |
| 30D | +2.2% | +24.4% | -22.2% | -1.7% |
| 3M | -2.3% | +11.6% | -13.9% | -4.7% |
| 6M | +23.0% | -25.0% | +48.0% | +27.2% |
| YTD | +61.1% | -8.4% | +69.4% | +60.0% |
| 1Y | +129.1% | +43.4% | +85.7% | +110.2% |
| 3Y | +165.4% | +162.0% | +3.4% | +111.2% |
| 5Y | +109.5% | +70.1% | +39.3% | +66.4% |
| All | +1,082.4% | +243.0% | +839.4% | +999.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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