+164.9%
ASML vs RGEN
-3.7%
+168.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | +1.1% | -4.9% | +6.0% | +2.5% |
| 30D | +2.2% | +5.7% | -3.5% | +0.5% |
| 3M | -2.3% | +32.4% | -34.7% | -10.9% |
| 6M | +23.0% | +33.2% | -10.2% | +11.2% |
| YTD | +61.1% | +2.3% | +58.8% | +57.1% |
| 1Y | +129.1% | +39.0% | +90.1% | +102.9% |
| All | +164.9% | -3.7% | +168.7% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling