+1,395.4%
ASML vs ZBRA
+402.8%
+992.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -9.0% | -10.9% | +1.8% | -4.3% |
| 30D | -21.0% | -16.6% | -4.4% | -14.2% |
| 3M | -16.3% | -11.6% | -4.7% | -11.7% |
| 6M | -7.5% | +40.2% | -47.7% | -24.0% |
| YTD | +34.0% | +32.6% | +1.4% | +11.7% |
| 1Y | +39.3% | +24.7% | +14.6% | +19.5% |
| 3Y | +128.9% | +56.3% | +72.5% | +67.8% |
| 5Y | +76.1% | -47.0% | +123.1% | +109.0% |
| All | +1,395.4% | +402.8% | +992.6% | +759.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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