+164.9%
ASML vs EXEL
+160.6%
+4.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.1% | +8.4% | -7.3% | +0.5% |
| 30D | +2.2% | +4.1% | -1.9% | +1.8% |
| 3M | -2.3% | +12.4% | -14.7% | -3.3% |
| 6M | +23.0% | +41.5% | -18.6% | +19.8% |
| YTD | +61.1% | +34.6% | +26.4% | +57.2% |
| 1Y | +129.1% | +57.9% | +71.2% | +122.5% |
| All | +164.9% | +160.6% | +4.3% | +174.0% |
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