+108.6%
ASML vs NSC
+46.2%
+62.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.9% |
| 7D | +1.1% | -5.5% | +6.6% | +4.1% |
| 30D | +2.2% | -3.2% | +5.4% | +3.8% |
| 3M | -2.3% | +7.7% | -10.0% | -6.6% |
| 6M | +23.0% | +4.5% | +18.5% | +19.0% |
| YTD | +61.1% | +15.6% | +45.5% | +46.7% |
| 1Y | +129.1% | +19.8% | +109.3% | +104.2% |
| 3Y | +165.4% | +70.1% | +95.3% | +80.8% |
| All | +108.6% | +46.2% | +62.4% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling