+97,349.8%
ASML vs NSC
+2,959.0%
+94,390.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.9% |
| 7D | +1.1% | -5.5% | +6.6% | +4.2% |
| 30D | +2.2% | -3.2% | +5.4% | +3.9% |
| 3M | -2.3% | +7.7% | -10.0% | -6.5% |
| 6M | +23.0% | +4.5% | +18.5% | +19.0% |
| YTD | +61.1% | +15.6% | +45.5% | +47.3% |
| 1Y | +129.1% | +19.8% | +109.3% | +105.4% |
| 3Y | +165.4% | +70.1% | +95.3% | +92.2% |
| 5Y | +109.5% | +46.1% | +63.3% | +64.1% |
| 10Y | +1,645.7% | +328.1% | +1,317.6% | +642.6% |
| All | +97,349.8% | +2,959.0% | +94,390.8% | +16,125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling