+188.2%
ASML vs VRSK
-26.9%
+215.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.5% | +1.6% |
| 7D | +6.0% | -9.7% | +15.7% | +3.6% |
| 30D | +1.4% | -8.5% | +9.9% | -0.4% |
| 3M | +1.0% | -1.7% | +2.7% | +0.9% |
| 6M | +37.0% | -17.9% | +54.9% | +36.4% |
| YTD | +65.8% | -21.1% | +86.9% | +64.8% |
| 1Y | +123.1% | -35.1% | +158.2% | +122.9% |
| 3Y | +188.2% | -26.7% | +214.8% | +179.2% |
| All | +188.2% | -26.9% | +215.1% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling