+40.5%
CSCO vs ASML
+46.2%
-5.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +1.9% |
| 7D | +6.6% | +10.4% | -3.8% | +3.9% |
| 30D | -11.3% | -12.7% | +1.4% | -8.7% |
| 3M | -17.3% | -17.2% | -0.2% | -14.1% |
| 6M | +3.5% | -1.3% | +4.8% | +3.2% |
| YTD | +34.9% | +40.8% | -5.9% | +26.2% |
| 1Y | +40.5% | +45.2% | -4.7% | +30.8% |
| All | +40.5% | +46.2% | -5.7% | +30.8% |
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