+1,395.4%
ASML vs EXC
+175.8%
+1,219.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.6% |
| 7D | -9.0% | -1.2% | -7.8% | -8.8% |
| 30D | -21.0% | +10.0% | -30.9% | -23.5% |
| 3M | -16.3% | +1.6% | -17.9% | -17.0% |
| 6M | -7.5% | +3.3% | -10.8% | -9.4% |
| YTD | +34.0% | +7.6% | +26.4% | +28.6% |
| 1Y | +39.3% | +3.5% | +35.8% | +35.4% |
| 3Y | +128.9% | +27.7% | +101.2% | +98.1% |
| 5Y | +76.1% | +41.1% | +35.0% | +44.0% |
| All | +1,395.4% | +175.8% | +1,219.7% | +852.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling