+1,395.4%
ASML vs EXEL
+461.0%
+934.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +4.8% |
| 7D | -9.0% | +0.3% | -9.3% | -9.0% |
| 30D | -21.0% | +19.0% | -40.0% | -23.5% |
| 3M | -16.3% | +33.3% | -49.6% | -20.8% |
| 6M | -7.5% | +42.9% | -50.4% | -13.9% |
| YTD | +34.0% | +58.7% | -24.7% | +22.0% |
| 1Y | +39.3% | +70.5% | -31.2% | +25.0% |
| 3Y | +128.9% | +233.8% | -105.0% | +74.0% |
| 5Y | +76.1% | +259.3% | -183.3% | +30.0% |
| All | +1,395.4% | +461.0% | +934.4% | +955.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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