+97,349.8%
ASML vs NEM
+405.9%
+96,943.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +2.2% | +23.1% | -20.9% | -0.5% |
| 3M | -2.3% | +18.5% | -20.8% | -4.5% |
| 6M | +23.0% | +7.8% | +15.2% | +21.5% |
| YTD | +61.1% | +29.1% | +31.9% | +55.5% |
| 1Y | +129.1% | +72.7% | +56.4% | +113.6% |
| 3Y | +165.4% | +248.7% | -83.4% | +125.7% |
| 5Y | +109.5% | +148.7% | -39.2% | +82.9% |
| 10Y | +1,645.7% | +304.8% | +1,341.0% | +1,333.6% |
| All | +97,349.8% | +405.9% | +96,943.9% | +87,192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling