+86.4%
ASML vs NOC
+60.7%
+25.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +6.4% |
| 7D | -0.8% | -2.9% | +2.1% | -1.0% |
| 30D | -14.9% | +12.1% | -27.0% | -14.3% |
| 3M | -13.0% | -5.3% | -7.7% | -13.0% |
| 6M | -4.7% | -1.0% | -3.7% | -4.5% |
| YTD | +42.3% | -4.3% | +46.6% | +42.5% |
| 1Y | +49.7% | -3.6% | +53.4% | +50.0% |
| 3Y | +144.3% | +22.9% | +121.4% | +144.9% |
| 5Y | +86.4% | +60.4% | +26.0% | +93.3% |
| All | +86.4% | +60.7% | +25.6% | +93.3% |
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