+46.1%
ASML vs NEM
+50.9%
-4.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.9% | -13.5% | -6.9% |
| 7D | -10.0% | +3.7% | -13.7% | -11.2% |
| 30D | -19.4% | +2.0% | -21.4% | -20.1% |
| 3M | -12.5% | +21.1% | -33.6% | -19.4% |
| 6M | +8.2% | +9.5% | -1.3% | +3.1% |
| YTD | +40.7% | +19.1% | +21.7% | +27.7% |
| 1Y | +46.1% | +51.1% | -5.0% | +19.0% |
| All | +46.1% | +50.9% | -4.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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