+1,559.3%
ASML vs NEM
+361.4%
+1,197.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.3% |
| 7D | +10.4% | -5.9% | +16.3% | +11.9% |
| 30D | -12.7% | -2.6% | -10.2% | -12.4% |
| 3M | -17.2% | -4.2% | -13.0% | -16.8% |
| 6M | -1.3% | -5.5% | +4.2% | -0.9% |
| YTD | +40.8% | +13.5% | +27.3% | +35.0% |
| 1Y | +45.2% | +22.2% | +23.0% | +36.9% |
| 3Y | +131.8% | +249.0% | -117.1% | +68.3% |
| 5Y | +84.0% | +120.1% | -36.1% | +43.7% |
| All | +1,559.3% | +361.4% | +1,197.9% | +1,046.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling