+91.6%
CSCO vs ASML
+66.6%
+25.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.3% | +1.7% | -5.5% |
| 7D | -11.9% | -19.0% | +7.2% | -7.5% |
| 30D | -18.8% | -25.9% | +7.1% | -13.2% |
| 3M | -21.2% | -19.1% | -2.2% | -17.6% |
| 6M | +1.9% | -5.7% | +7.6% | +2.2% |
| YTD | +26.1% | +27.6% | -1.5% | +17.5% |
| 1Y | +34.7% | +30.8% | +3.9% | +24.7% |
| 3Y | +94.0% | +116.2% | -22.2% | +49.4% |
| 5Y | +91.6% | +67.7% | +23.9% | +41.2% |
| All | +91.6% | +66.6% | +25.0% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling