+45.9%
CSCO vs ASML
+43.4%
+2.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.4% |
| 7D | -6.1% | -10.0% | +4.0% | -3.8% |
| 30D | -8.2% | -19.4% | +11.3% | -3.7% |
| 3M | -14.6% | -12.5% | -2.1% | -12.3% |
| 6M | +12.7% | +8.2% | +4.5% | +9.9% |
| YTD | +37.0% | +40.7% | -3.7% | +27.2% |
| 1Y | +45.9% | +46.1% | -0.2% | +34.1% |
| All | +45.9% | +43.4% | +2.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 1y: compounded portfolio wealth divided by compounded ASML 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…
1y analysis · Full analysis span regression · 6 months rolling