+133.9%
ASML vs NSC
+77.7%
+56.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +4.9% | +2.5% | +2.5% | +4.1% |
| 30D | -9.3% | +1.7% | -11.0% | -9.8% |
| 3M | -19.0% | -2.6% | -16.4% | -18.3% |
| 6M | -5.2% | +6.4% | -11.6% | -7.9% |
| YTD | +40.6% | +15.5% | +25.1% | +31.7% |
| 1Y | +47.5% | +17.6% | +29.9% | +36.9% |
| 3Y | +133.9% | +75.0% | +58.9% | +80.7% |
| All | +133.9% | +77.7% | +56.1% | +80.7% |
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