+164.9%
ASML vs NOC
+24.5%
+140.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +3.7% |
| 7D | +1.1% | -5.2% | +6.3% | +0.2% |
| 30D | +2.2% | -7.2% | +9.4% | +0.9% |
| 3M | -2.3% | -5.1% | +2.8% | -2.8% |
| 6M | +23.0% | -31.1% | +54.0% | +16.9% |
| YTD | +61.1% | -8.6% | +69.6% | +60.4% |
| 1Y | +129.1% | -9.7% | +138.8% | +127.8% |
| All | +164.9% | +24.5% | +140.5% | +184.9% |
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