+321.5%
CSCO vs ASML
+1,525.9%
-1,204.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.2% | -1.1% | +3.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -16.7% | -14.9% | -1.8% | -12.9% |
| 3M | -18.4% | -13.0% | -5.5% | -15.5% |
| 6M | +2.9% | -4.7% | +7.6% | +2.9% |
| YTD | +30.4% | +42.3% | -11.9% | +14.7% |
| 1Y | +41.4% | +49.7% | -8.3% | +22.3% |
| 3Y | +104.7% | +144.3% | -39.6% | +41.7% |
| 5Y | +96.9% | +86.4% | +10.6% | +43.2% |
| 10Y | +321.5% | +1,504.8% | -1,183.4% | +37.1% |
| All | +321.5% | +1,525.9% | -1,204.4% | +37.1% |
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 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