+1,767.1%
ASML vs VRSK
+128.2%
+1,638.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.6% |
| 7D | +2.8% | -5.4% | +8.2% | +5.0% |
| 30D | -0.2% | -1.8% | +1.5% | -0.1% |
| 3M | -2.6% | -2.2% | -0.4% | -4.3% |
| 6M | +27.9% | -14.9% | +42.8% | +33.0% |
| YTD | +62.4% | -20.0% | +82.4% | +73.1% |
| 1Y | +116.2% | -33.1% | +149.4% | +153.4% |
| 3Y | +182.4% | -25.6% | +208.0% | +191.6% |
| 5Y | +112.4% | -10.1% | +122.5% | +88.2% |
| 10Y | +1,767.1% | +128.4% | +1,638.7% | +784.9% |
| All | +1,767.1% | +128.2% | +1,638.9% | +784.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling