+92.7%
ASML vs NEM
+130.0%
-37.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | -12.2% | +1.1% | -13.3% | -12.6% |
| 3M | -14.6% | +1.3% | -15.9% | -15.3% |
| 6M | -1.7% | -1.4% | -0.4% | -2.4% |
| YTD | +44.3% | +19.4% | +24.9% | +37.1% |
| 1Y | +51.0% | +32.9% | +18.1% | +40.4% |
| 3Y | +137.6% | +267.0% | -129.4% | +75.8% |
| 5Y | +92.7% | +131.0% | -38.3% | +58.8% |
| All | +92.7% | +130.0% | -37.3% | +58.8% |
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 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