+36.3%
CSCO vs ASML
+23.7%
+12.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -0.3% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | -10.1% | +2.2% | -12.3% | -10.7% |
| 3M | -15.7% | -2.3% | -13.4% | -15.9% |
| 6M | +36.3% | +23.0% | +13.3% | +29.5% |
| All | +36.3% | +23.7% | +12.6% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling