+51.0%
ASML vs FERG
+6.5%
+44.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.7% |
| 7D | +2.5% | +6.4% | -3.9% | -0.7% |
| 30D | -12.2% | +19.9% | -32.1% | -20.1% |
| 3M | -14.6% | +5.6% | -20.2% | -17.1% |
| 6M | -1.7% | +9.2% | -11.0% | -6.7% |
| YTD | +44.3% | +20.6% | +23.7% | +29.5% |
| 1Y | +51.0% | +5.7% | +45.3% | +41.6% |
| All | +51.0% | +6.5% | +44.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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