+128.9%
ASML vs NOC
+16.8%
+112.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | -9.0% | -5.8% | -3.2% | -10.0% |
| 30D | -21.0% | +10.9% | -31.8% | -19.3% |
| 3M | -16.3% | -7.1% | -9.2% | -17.0% |
| 6M | -7.5% | -5.3% | -2.2% | -7.7% |
| YTD | +34.0% | -6.8% | +40.8% | +34.4% |
| 1Y | +39.3% | -6.7% | +46.0% | +39.8% |
| 3Y | +128.9% | +17.2% | +111.7% | +149.5% |
| All | +128.9% | +16.8% | +112.1% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling