+128.9%
ASML vs NEM
+228.5%
-99.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.8% |
| 7D | -9.0% | +13.4% | -22.4% | -11.8% |
| 30D | -21.0% | +6.5% | -27.5% | -22.2% |
| 3M | -16.3% | +14.9% | -31.2% | -19.4% |
| 6M | -7.5% | +5.5% | -13.0% | -9.6% |
| YTD | +34.0% | +21.9% | +12.1% | +27.2% |
| 1Y | +39.3% | +47.9% | -8.6% | +28.2% |
| 3Y | +128.9% | +238.2% | -109.3% | +88.6% |
| All | +128.9% | +228.5% | -99.6% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling