+128.9%
ASML vs RGEN
+15.5%
+113.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | +4.1% |
| 7D | -9.0% | -1.9% | -7.1% | -8.4% |
| 30D | -21.0% | +3.7% | -24.7% | -21.7% |
| 3M | -16.3% | +8.8% | -25.1% | -18.7% |
| 6M | -7.5% | +38.0% | -45.5% | -17.6% |
| YTD | +34.0% | +5.9% | +28.1% | +28.9% |
| 1Y | +39.3% | +19.7% | +19.6% | +28.7% |
| 3Y | +128.9% | +20.5% | +108.3% | +108.4% |
| All | +128.9% | +15.5% | +113.4% | +108.4% |
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