+796.3%
ASML vs XLC
+143.7%
+652.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +5.5% |
| 7D | +1.1% | -0.8% | +2.0% | +1.9% |
| 30D | +2.2% | +1.0% | +1.1% | +0.7% |
| 3M | -2.3% | -0.7% | -1.6% | -3.1% |
| 6M | +23.0% | -5.1% | +28.1% | +28.4% |
| YTD | +61.1% | -4.3% | +65.3% | +66.3% |
| 1Y | +129.1% | -0.6% | +129.7% | +126.5% |
| 3Y | +165.4% | +72.7% | +92.7% | +42.4% |
| 5Y | +109.5% | +38.0% | +71.5% | +44.2% |
| All | +796.3% | +143.7% | +652.6% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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