+108.6%
ASML vs NOC
+53.6%
+54.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.0% |
| 7D | +1.1% | -5.2% | +6.3% | +0.8% |
| 30D | +2.2% | -7.2% | +9.4% | +1.8% |
| 3M | -2.3% | -5.1% | +2.8% | -2.4% |
| 6M | +23.0% | -31.1% | +54.0% | +21.8% |
| YTD | +61.1% | -8.6% | +69.6% | +60.7% |
| 1Y | +129.1% | -9.7% | +138.8% | +128.5% |
| 3Y | +165.4% | +24.3% | +141.1% | +164.4% |
| All | +108.6% | +53.6% | +54.9% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling