+117.9%
ASML vs EXEL
+227.0%
-109.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.8% | -8.9% |
| 7D | -19.0% | +3.8% | -22.8% | -19.2% |
| 30D | -25.9% | +17.8% | -43.7% | -26.7% |
| 3M | -19.1% | +21.2% | -40.2% | -20.1% |
| 6M | -5.7% | +54.7% | -60.4% | -8.9% |
| YTD | +27.6% | +56.8% | -29.2% | +23.2% |
| 1Y | +30.8% | +70.2% | -39.4% | +25.9% |
| All | +117.9% | +227.0% | -109.1% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling