+108.6%
ASML vs EXE
+109.5%
-0.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.4% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +2.2% | +8.5% | -6.3% | +0.3% |
| 3M | -2.3% | +5.5% | -7.8% | -3.7% |
| 6M | +23.0% | -5.9% | +28.9% | +24.0% |
| YTD | +61.1% | -9.7% | +70.8% | +63.2% |
| 1Y | +129.1% | +3.6% | +125.5% | +122.5% |
| 3Y | +165.4% | +18.0% | +147.3% | +145.6% |
| All | +108.6% | +109.5% | -0.9% | +83.6% |
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