+129.1%
ASML vs VRSK
-30.3%
+159.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +3.1% |
| 7D | +1.1% | -3.1% | +4.2% | -0.1% |
| 30D | +2.2% | -1.6% | +3.8% | +1.9% |
| 3M | -2.3% | +3.5% | -5.8% | 0.0% |
| 6M | +23.0% | -13.4% | +36.3% | +23.7% |
| YTD | +61.1% | -16.5% | +77.6% | +59.6% |
| 1Y | +129.1% | -30.6% | +159.7% | +111.0% |
| All | +129.1% | -30.3% | +159.4% | +111.0% |
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