+108.6%
ASML vs NI
+95.1%
+13.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +1.1% | +2.0% | -0.9% | +0.6% |
| 30D | +2.2% | -3.5% | +5.7% | +3.0% |
| 3M | -2.3% | -9.1% | +6.8% | -0.4% |
| 6M | +23.0% | -11.8% | +34.8% | +26.3% |
| YTD | +61.1% | +1.1% | +60.0% | +59.4% |
| 1Y | +129.1% | +6.7% | +122.4% | +123.0% |
| 3Y | +165.4% | +71.1% | +94.3% | +119.2% |
| All | +108.6% | +95.1% | +13.5% | +79.6% |
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