+77,094.7%
ASML vs NI
+2,534.9%
+74,559.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.5% | -8.6% |
| 7D | -19.0% | 0.0% | -19.0% | -19.0% |
| 30D | -25.9% | +10.0% | -35.9% | -28.8% |
| 3M | -19.1% | +4.3% | -23.3% | -20.6% |
| 6M | -5.7% | -6.5% | +0.8% | -3.7% |
| YTD | +27.6% | +9.3% | +18.3% | +22.1% |
| 1Y | +30.8% | +6.4% | +24.3% | +26.4% |
| 3Y | +116.2% | +89.1% | +27.2% | +61.1% |
| 5Y | +67.7% | +106.1% | -38.4% | +19.0% |
| 10Y | +1,355.3% | +178.5% | +1,176.8% | +750.2% |
| All | +77,094.7% | +2,534.9% | +74,559.8% | +18,656.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling