+5,415.7%
ASML vs VRSK
+696.9%
+4,718.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -2.9% | +3.6% | -6.4% | -4.7% |
| 30D | -15.2% | +14.9% | -30.1% | -20.8% |
| 3M | -12.9% | +12.9% | -25.8% | -19.0% |
| 6M | -5.0% | +19.3% | -24.4% | -16.2% |
| YTD | +41.8% | -8.1% | +49.9% | +39.4% |
| 1Y | +46.0% | -3.2% | +49.3% | +39.5% |
| 3Y | +133.5% | -12.3% | +145.8% | +122.0% |
| 5Y | +93.0% | -1.2% | +94.2% | +69.3% |
| 10Y | +1,534.9% | +158.9% | +1,376.0% | +773.7% |
| All | +5,415.7% | +696.9% | +4,718.8% | +1,597.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling