+39.3%
ASML vs EXEL
+73.7%
-34.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +4.8% |
| 7D | -9.0% | +0.3% | -9.3% | -8.8% |
| 30D | -21.0% | +19.0% | -40.0% | -23.2% |
| 3M | -16.3% | +33.3% | -49.6% | -20.9% |
| 6M | -7.5% | +42.9% | -50.4% | -15.2% |
| YTD | +34.0% | +58.7% | -24.7% | +18.8% |
| 1Y | +39.3% | +70.5% | -31.2% | +20.8% |
| All | +39.3% | +73.7% | -34.4% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling