+82.7%
ASML vs NOC
+65.6%
+17.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +4.9% | +4.8% | +0.1% | +5.2% |
| 30D | -9.3% | +11.0% | -20.3% | -8.7% |
| 3M | -19.0% | -3.8% | -15.2% | -19.0% |
| 6M | -5.2% | +0.6% | -5.9% | -4.9% |
| YTD | +40.6% | -2.3% | +42.9% | +41.0% |
| 1Y | +47.5% | +0.3% | +47.3% | +48.1% |
| 3Y | +133.9% | +24.6% | +109.3% | +134.9% |
| All | +82.7% | +65.6% | +17.1% | +91.6% |
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