+47.5%
ASML vs NSC
+16.6%
+30.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +4.9% | +2.5% | +2.5% | +4.7% |
| 30D | -9.3% | +1.7% | -11.0% | -9.1% |
| 3M | -19.0% | -2.6% | -16.4% | -18.6% |
| 6M | -5.2% | +6.4% | -11.6% | -5.4% |
| YTD | +40.6% | +15.5% | +25.1% | +38.7% |
| 1Y | +47.5% | +17.6% | +29.9% | +45.8% |
| All | +47.5% | +16.6% | +30.9% | +45.8% |
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 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