+97,349.8%
ASML vs RGEN
+8,280.0%
+89,069.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.3% |
| 7D | +1.1% | -4.9% | +6.0% | +1.6% |
| 30D | +2.2% | +5.7% | -3.5% | +1.6% |
| 3M | -2.3% | +32.4% | -34.7% | -5.1% |
| 6M | +23.0% | +33.2% | -10.2% | +19.3% |
| YTD | +61.1% | +2.3% | +58.8% | +60.0% |
| 1Y | +129.1% | +39.0% | +90.1% | +121.1% |
| 3Y | +165.4% | -4.6% | +170.0% | +161.5% |
| 5Y | +109.5% | -42.7% | +152.1% | +112.9% |
| 10Y | +1,645.7% | +433.6% | +1,212.1% | +1,408.9% |
| All | +97,349.8% | +8,280.0% | +89,069.8% | +61,972.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling