+92.7%
ASML vs OTIS
+0.9%
+91.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +2.5% | -2.9% | +5.4% | +4.3% |
| 30D | -12.2% | +16.1% | -28.3% | -21.0% |
| 3M | -14.6% | +6.7% | -21.4% | -19.2% |
| 6M | -1.7% | +6.0% | -7.8% | -7.3% |
| YTD | +44.3% | -9.8% | +54.1% | +51.6% |
| 1Y | +51.0% | -12.3% | +63.3% | +61.8% |
| 3Y | +137.6% | -0.2% | +137.8% | +108.2% |
| 5Y | +92.7% | +1.0% | +91.8% | +55.9% |
| All | +92.7% | +0.9% | +91.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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