+129.1%
ASML vs NSC
+20.4%
+108.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +1.1% | -5.5% | +6.6% | +1.9% |
| 30D | +2.2% | -3.2% | +5.4% | +2.6% |
| 3M | -2.3% | +7.7% | -10.0% | -3.3% |
| 6M | +23.0% | +4.5% | +18.5% | +21.9% |
| YTD | +61.1% | +15.6% | +45.5% | +54.9% |
| 1Y | +129.1% | +19.8% | +109.3% | +121.9% |
| All | +129.1% | +20.4% | +108.8% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling