+77,094.7%
ASML vs NOC
+4,552.9%
+72,541.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -19.0% | -6.6% | -12.4% | -17.4% |
| 30D | -25.9% | +8.7% | -34.7% | -27.9% |
| 3M | -19.1% | -5.4% | -13.7% | -18.2% |
| 6M | -5.7% | -5.1% | -0.6% | -5.4% |
| YTD | +27.6% | -6.8% | +34.3% | +28.0% |
| 1Y | +30.8% | -6.4% | +37.2% | +30.8% |
| 3Y | +116.2% | +17.3% | +98.9% | +94.9% |
| 5Y | +67.7% | +56.3% | +11.3% | +32.3% |
| 10Y | +1,355.3% | +173.9% | +1,181.5% | +786.9% |
| All | +77,094.7% | +4,552.9% | +72,541.7% | +22,478.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling