+75.5%
ASML vs VRSK
-1.4%
+76.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.3% | +5.3% |
| 7D | -9.0% | +4.2% | -13.2% | -9.4% |
| 30D | -21.0% | +21.3% | -42.2% | -22.9% |
| 3M | -16.3% | +8.1% | -24.4% | -17.2% |
| 6M | -7.5% | +20.3% | -27.9% | -12.2% |
| YTD | +34.0% | -7.8% | +41.8% | +38.4% |
| 1Y | +39.3% | -2.9% | +42.2% | +40.5% |
| 3Y | +128.9% | -9.4% | +138.2% | +114.0% |
| All | +75.5% | -1.4% | +76.8% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling