+75.5%
ASML vs ZBRA
-47.4%
+122.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -9.0% | -10.9% | +1.8% | -4.2% |
| 30D | -21.0% | -16.6% | -4.4% | -14.0% |
| 3M | -16.3% | -11.6% | -4.7% | -11.6% |
| 6M | -7.5% | +40.2% | -47.7% | -24.9% |
| YTD | +34.0% | +32.6% | +1.4% | +10.3% |
| 1Y | +39.3% | +24.7% | +14.6% | +18.3% |
| 3Y | +128.9% | +56.3% | +72.5% | +58.6% |
| All | +75.5% | -47.4% | +122.9% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling