+108.6%
ASML vs EXEL
+199.5%
-91.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.1% | +8.4% | -7.3% | -0.3% |
| 30D | +2.2% | +4.1% | -1.9% | +1.3% |
| 3M | -2.3% | +12.4% | -14.7% | -4.6% |
| 6M | +23.0% | +41.5% | -18.6% | +15.1% |
| YTD | +61.1% | +34.6% | +26.4% | +51.9% |
| 1Y | +129.1% | +57.9% | +71.2% | +109.5% |
| 3Y | +165.4% | +159.5% | +5.9% | +110.9% |
| All | +108.6% | +199.5% | -91.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling