+140.0%
ASML vs ZBRA
+60.2%
+79.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.0% |
| 7D | +2.5% | -1.5% | +4.1% | +3.3% |
| 30D | -12.2% | -15.6% | +3.4% | -6.5% |
| 3M | -14.6% | -14.5% | -0.1% | -9.6% |
| 6M | -1.7% | +50.9% | -52.7% | -19.2% |
| YTD | +44.3% | +34.8% | +9.5% | +22.9% |
| 1Y | +51.0% | +28.3% | +22.7% | +31.5% |
| All | +140.0% | +60.2% | +79.8% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling