-5.7%
ASML vs RGEN
+39.0%
-44.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.9% | -8.5% |
| 7D | -19.0% | -10.7% | -8.4% | -17.8% |
| 30D | -25.9% | -3.6% | -22.3% | -25.2% |
| 3M | -19.1% | +6.2% | -25.3% | -18.2% |
| 6M | -5.7% | +34.1% | -39.9% | -6.5% |
| All | -5.7% | +39.0% | -44.7% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling