+82.7%
ASML vs RGEN
-35.5%
+118.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +4.9% | -3.3% | +8.2% | +6.1% |
| 30D | -9.3% | -5.8% | -3.4% | -7.3% |
| 3M | -19.0% | +0.2% | -19.2% | -19.5% |
| 6M | -5.2% | +56.8% | -62.0% | -20.1% |
| YTD | +40.6% | +2.4% | +38.2% | +36.2% |
| 1Y | +47.5% | +11.4% | +36.1% | +38.6% |
| 3Y | +133.9% | +15.2% | +118.7% | +104.3% |
| All | +82.7% | -35.5% | +118.1% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling