+1,559.3%
ASML vs NOC
+159.4%
+1,399.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +10.4% | +4.5% | +5.8% | +9.8% |
| 30D | -12.7% | +14.1% | -26.8% | -14.2% |
| 3M | -17.2% | -4.5% | -12.7% | -16.8% |
| 6M | -1.3% | -0.8% | -0.5% | -1.6% |
| YTD | +40.8% | -2.5% | +43.3% | +40.3% |
| 1Y | +45.2% | -0.1% | +45.3% | +44.1% |
| 3Y | +131.8% | +24.6% | +107.2% | +117.1% |
| 5Y | +84.0% | +65.6% | +18.4% | +55.7% |
| All | +1,559.3% | +159.4% | +1,399.8% | +1,028.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling