+164.9%
ASML vs NSC
+70.9%
+94.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +1.1% | -5.5% | +6.6% | +3.2% |
| 30D | +2.2% | -3.2% | +5.4% | +3.3% |
| 3M | -2.3% | +7.7% | -10.0% | -5.3% |
| 6M | +23.0% | +4.5% | +18.5% | +20.2% |
| YTD | +61.1% | +15.6% | +45.5% | +50.6% |
| 1Y | +129.1% | +19.8% | +109.3% | +110.8% |
| All | +164.9% | +70.9% | +94.0% | +95.3% |
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