+116.8%
ASML vs NI
+5.4%
+111.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +1.1% | +2.0% | -0.9% | +1.0% |
| 30D | +2.2% | -3.5% | +5.7% | +2.4% |
| 3M | -2.3% | -9.1% | +6.8% | -2.6% |
| 6M | +23.0% | -11.8% | +34.8% | +22.9% |
| YTD | +61.1% | +1.1% | +60.0% | +57.7% |
| All | +116.8% | +5.4% | +111.4% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling