+75.5%
ASML vs NI
+104.4%
-28.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -9.0% | -0.9% | -8.1% | -8.8% |
| 30D | -21.0% | +9.6% | -30.6% | -22.7% |
| 3M | -16.3% | +2.5% | -18.8% | -16.8% |
| 6M | -7.5% | -5.8% | -1.7% | -6.4% |
| YTD | +34.0% | +8.6% | +25.4% | +30.2% |
| 1Y | +39.3% | +6.0% | +33.3% | +36.2% |
| 3Y | +128.9% | +91.0% | +37.8% | +81.3% |
| All | +75.5% | +104.4% | -28.9% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling