+128.9%
ASML vs NSC
+74.1%
+54.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.8% | +6.0% |
| 7D | -9.0% | -6.6% | -2.4% | -6.8% |
| 30D | -21.0% | +2.2% | -23.1% | -21.6% |
| 3M | -16.3% | -6.2% | -10.1% | -14.5% |
| 6M | -7.5% | +1.7% | -9.2% | -8.7% |
| YTD | +34.0% | +12.2% | +21.8% | +26.6% |
| 1Y | +39.3% | +15.4% | +23.9% | +29.9% |
| 3Y | +128.9% | +73.3% | +55.5% | +71.1% |
| All | +128.9% | +74.1% | +54.8% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling