+108.6%
ASML vs NEM
+151.0%
-42.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.6% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +2.2% | +23.1% | -20.9% | -2.9% |
| 3M | -2.3% | +18.5% | -20.8% | -6.6% |
| 6M | +23.0% | +7.8% | +15.2% | +19.6% |
| YTD | +61.1% | +29.1% | +31.9% | +50.8% |
| 1Y | +129.1% | +72.7% | +56.4% | +102.6% |
| 3Y | +165.4% | +248.7% | -83.4% | +99.8% |
| All | +108.6% | +151.0% | -42.4% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling