+304.8%
CSCO vs ASML
+1,409.1%
-1,104.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -3.4% |
| 7D | -10.2% | -9.0% | -1.2% | -7.8% |
| 30D | -20.1% | -21.0% | +0.9% | -14.6% |
| 3M | -22.4% | -16.3% | -6.1% | -18.7% |
| 6M | +2.8% | -7.5% | +10.3% | +3.6% |
| YTD | +23.6% | +34.0% | -10.4% | +10.6% |
| 1Y | +34.0% | +39.3% | -5.2% | +18.3% |
| 3Y | +89.3% | +128.9% | -39.6% | +33.6% |
| 5Y | +87.9% | +76.1% | +11.8% | +38.8% |
| All | +304.8% | +1,409.1% | -1,104.2% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling