+92.7%
ASML vs OMC
+53.9%
+38.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | +1.6% | +1.0% | +2.0% |
| 30D | -12.2% | +15.3% | -27.5% | -16.9% |
| 3M | -14.6% | +4.5% | -19.1% | -16.5% |
| 6M | -1.7% | +20.8% | -22.5% | -10.9% |
| YTD | +44.3% | +13.5% | +30.8% | +32.7% |
| 1Y | +51.0% | +25.2% | +25.8% | +30.7% |
| 3Y | +137.6% | +30.5% | +107.1% | +87.1% |
| 5Y | +92.7% | +52.7% | +40.1% | +47.1% |
| All | +92.7% | +53.9% | +38.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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