+47.7%
ASML vs NOC
-0.9%
+48.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.5% |
| 7D | +10.4% | +4.5% | +5.8% | +10.7% |
| 30D | -12.7% | +14.1% | -26.8% | -11.5% |
| 3M | -17.2% | -4.5% | -12.7% | -16.9% |
| 6M | -1.3% | -0.8% | -0.5% | -0.2% |
| YTD | +40.8% | -2.5% | +43.3% | +33.3% |
| All | +47.7% | -0.9% | +48.6% | +41.5% |
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