+5,173.0%
ASML vs FERG
+1,348.4%
+3,824.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -10.2% | +12.4% | +4.7% |
| 3M | -2.3% | -0.6% | -1.7% | -2.4% |
| 6M | +23.0% | -6.5% | +29.5% | +24.7% |
| YTD | +61.1% | +4.2% | +56.9% | +59.5% |
| 1Y | +129.1% | -2.3% | +131.4% | +129.6% |
| 3Y | +165.4% | +48.5% | +116.9% | +144.0% |
| 5Y | +109.5% | +72.0% | +37.4% | +86.2% |
| 10Y | +1,645.7% | +369.9% | +1,275.8% | +1,366.6% |
| All | +5,173.0% | +1,348.4% | +3,824.6% | +4,274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling