+82.7%
ASML vs NI
+113.9%
-31.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +4.9% | +4.3% | +0.6% | +3.9% |
| 30D | -9.3% | +12.4% | -21.6% | -11.8% |
| 3M | -19.0% | +10.2% | -29.2% | -20.9% |
| 6M | -5.2% | -0.8% | -4.4% | -5.3% |
| YTD | +40.6% | +13.2% | +27.4% | +35.2% |
| 1Y | +47.5% | +10.1% | +37.4% | +42.9% |
| 3Y | +133.9% | +103.1% | +30.8% | +81.1% |
| All | +82.7% | +113.9% | -31.2% | +45.8% |
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