+67.7%
ASML vs EXC
+43.9%
+23.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.3% |
| 7D | -19.0% | +1.4% | -20.4% | -19.1% |
| 30D | -25.9% | +11.6% | -37.6% | -26.2% |
| 3M | -19.1% | +2.7% | -21.7% | -19.1% |
| 6M | -5.7% | +2.7% | -8.4% | -5.9% |
| YTD | +27.6% | +9.7% | +17.9% | +25.9% |
| 1Y | +30.8% | +4.5% | +26.3% | +29.9% |
| 3Y | +116.2% | +28.5% | +87.8% | +103.6% |
| 5Y | +67.7% | +43.9% | +23.7% | +47.1% |
| All | +67.7% | +43.9% | +23.8% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling