-5.7%
ASML vs IBM
+8.9%
-14.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -9.6% |
| 7D | -19.0% | -4.3% | -14.7% | -19.4% |
| 30D | -25.9% | +11.7% | -37.6% | -24.9% |
| 3M | -19.1% | +5.5% | -24.5% | -18.4% |
| 6M | -5.7% | +9.5% | -15.2% | -4.3% |
| All | -5.7% | +8.9% | -14.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 6mo: compounded portfolio wealth divided by compounded IBM 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…
6mo analysis · Full analysis span regression · 6 months rolling