+67.7%
ASML vs EXE
+62.9%
+4.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.1% | -8.8% |
| 7D | -19.0% | -5.6% | -13.4% | -17.9% |
| 30D | -25.9% | -3.3% | -22.7% | -25.4% |
| 3M | -19.1% | -5.5% | -13.6% | -18.2% |
| 6M | -5.7% | -13.4% | +7.7% | -3.1% |
| YTD | +27.6% | -21.3% | +48.9% | +33.4% |
| 1Y | +30.8% | -20.7% | +51.5% | +36.1% |
| 3Y | +116.2% | +3.9% | +112.3% | +104.0% |
| 5Y | +67.7% | +63.7% | +4.0% | +44.0% |
| All | +67.7% | +62.9% | +4.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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