+1,559.3%
ASML vs NSC
+302.7%
+1,256.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.9% |
| 7D | +10.4% | +1.6% | +8.7% | +9.3% |
| 30D | -12.7% | +4.2% | -16.9% | -14.8% |
| 3M | -17.2% | -0.2% | -16.9% | -17.3% |
| 6M | -1.3% | +7.6% | -8.9% | -6.2% |
| YTD | +40.8% | +17.4% | +23.4% | +26.9% |
| 1Y | +45.2% | +18.3% | +26.9% | +30.2% |
| 3Y | +131.8% | +79.8% | +52.0% | +58.2% |
| 5Y | +84.0% | +34.3% | +49.7% | +47.8% |
| All | +1,559.3% | +302.7% | +1,256.6% | +740.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling