+46.1%
ASML vs VRSK
-8.8%
+54.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.4% |
| 7D | -10.0% | +4.2% | -14.3% | -7.9% |
| 30D | -19.4% | +21.2% | -40.6% | -10.9% |
| 3M | -12.5% | +2.9% | -15.4% | -9.4% |
| 6M | +8.2% | +11.3% | -3.1% | +17.3% |
| YTD | +40.7% | -10.8% | +51.6% | +48.9% |
| 1Y | +46.1% | -9.2% | +55.3% | +55.8% |
| All | +46.1% | -8.8% | +54.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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