+108.6%
ASML vs OTIS
-15.5%
+124.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +1.1% | -0.7% | +1.8% | +1.6% |
| 30D | +2.2% | -2.0% | +4.2% | +3.4% |
| 3M | -2.3% | +2.6% | -4.9% | -5.3% |
| 6M | +23.0% | -20.9% | +43.9% | +44.1% |
| YTD | +61.1% | -17.1% | +78.2% | +80.6% |
| 1Y | +129.1% | -15.9% | +145.0% | +152.5% |
| 3Y | +165.4% | -12.7% | +178.1% | +163.4% |
| All | +108.6% | -15.5% | +124.1% | +93.5% |
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