+75.5%
ASML vs EXE
+61.0%
+14.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.2% |
| 7D | -9.0% | -6.6% | -2.4% | -7.6% |
| 30D | -21.0% | -4.0% | -17.0% | -20.3% |
| 3M | -16.3% | -7.5% | -8.8% | -15.1% |
| 6M | -7.5% | -11.7% | +4.1% | -5.4% |
| YTD | +34.0% | -22.0% | +56.0% | +40.3% |
| 1Y | +39.3% | -21.8% | +61.1% | +45.5% |
| 3Y | +128.9% | +8.0% | +120.8% | +113.4% |
| All | +75.5% | +61.0% | +14.5% | +53.3% |
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