+75.5%
ASML vs NEM
+144.1%
-68.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.5% |
| YTD | +34.0% | +21.9% | +12.1% | +26.8% |
| 1Y | +39.3% | +47.9% | -8.6% | +26.9% |
| 3Y | +128.9% | +238.2% | -109.3% | +72.9% |
| All | +75.5% | +144.1% | -68.7% | +45.6% |
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 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