+25.9%
CSCO vs ASML
+44.5%
-18.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.9% | +4.9% | -3.0% | +0.7% |
| 30D | -15.8% | -9.3% | -6.6% | -14.0% |
| 3M | -15.4% | -19.0% | +3.6% | -11.5% |
| 6M | -5.4% | -5.2% | -0.2% | -5.0% |
| YTD | +26.5% | +40.6% | -14.2% | +16.7% |
| 1Y | +25.9% | +47.5% | -21.6% | +14.3% |
| All | +25.9% | +44.5% | -18.6% | +14.3% |
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