+46.1%
ASML vs NOC
-7.1%
+53.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -4.0% |
| 7D | -10.0% | -5.0% | -5.1% | -10.5% |
| 30D | -19.4% | +10.3% | -29.8% | -18.5% |
| 3M | -12.5% | -4.3% | -8.2% | -12.4% |
| 6M | +8.2% | -6.5% | +14.7% | +9.3% |
| YTD | +40.7% | -6.7% | +47.5% | +34.0% |
| 1Y | +46.1% | -7.5% | +53.6% | +38.3% |
| All | +46.1% | -7.1% | +53.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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