+1,582.8%
ASML vs EXEL
+354.7%
+1,228.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.5% | -2.8% | +5.4% | +3.2% |
| 30D | -12.2% | +18.2% | -30.4% | -15.0% |
| 3M | -14.6% | +37.7% | -52.3% | -19.9% |
| 6M | -1.7% | +42.2% | -44.0% | -8.7% |
| YTD | +44.3% | +61.3% | -17.0% | +30.6% |
| 1Y | +51.0% | +64.5% | -13.5% | +36.0% |
| 3Y | +137.6% | +236.7% | -99.1% | +78.4% |
| 5Y | +92.7% | +296.3% | -203.6% | +37.8% |
| 10Y | +1,582.8% | +331.1% | +1,251.7% | +1,025.3% |
| All | +1,582.8% | +354.7% | +1,228.1% | +1,025.3% |
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