+39.3%
ASML vs VIK
+54.3%
-15.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.3% |
| 7D | -9.0% | 0.0% | -9.0% | -8.9% |
| 30D | -21.0% | +7.7% | -28.6% | -23.5% |
| 3M | -16.3% | -17.6% | +1.3% | -8.6% |
| 6M | -7.5% | +1.7% | -9.2% | -9.6% |
| YTD | +34.0% | +22.5% | +11.5% | +19.0% |
| 1Y | +39.3% | +52.6% | -13.4% | +20.3% |
| All | +39.3% | +54.3% | -15.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling