+97,349.8%
ASML vs VIAV
+1,190.2%
+96,159.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +2.9% |
| 7D | +1.1% | -4.6% | +5.7% | +2.8% |
| 30D | +2.2% | -10.4% | +12.6% | +5.5% |
| 3M | -2.3% | -34.5% | +32.2% | +11.4% |
| 6M | +23.0% | +7.0% | +16.0% | +15.2% |
| YTD | +61.1% | +95.6% | -34.6% | +19.5% |
| 1Y | +129.1% | +197.2% | -68.1% | +44.2% |
| 3Y | +165.4% | +232.0% | -66.6% | +54.6% |
| 5Y | +109.5% | +102.2% | +7.3% | +45.2% |
| 10Y | +1,645.7% | +344.6% | +1,301.1% | +796.2% |
| All | +97,349.8% | +1,190.2% | +96,159.6% | +29,335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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