+77,094.7%
ASML vs RGEN
+8,324.0%
+68,770.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.9% | -8.8% |
| 7D | -19.0% | -10.7% | -8.4% | -18.1% |
| 30D | -25.9% | -3.6% | -22.3% | -25.7% |
| 3M | -19.1% | +6.2% | -25.3% | -19.6% |
| 6M | -5.7% | +34.1% | -39.9% | -8.7% |
| YTD | +27.6% | +2.8% | +24.8% | +26.6% |
| 1Y | +30.8% | +15.5% | +15.3% | +28.3% |
| 3Y | +116.2% | +12.1% | +104.2% | +110.6% |
| 5Y | +67.7% | -36.9% | +104.5% | +69.2% |
| 10Y | +1,355.3% | +522.4% | +832.9% | +1,145.6% |
| All | +77,094.7% | +8,324.0% | +68,770.7% | +49,013.1% |
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