+77,094.7%
ASML vs NSC
+2,957.0%
+74,137.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.0% | -7.1% |
| 7D | -19.0% | -3.8% | -15.3% | -17.3% |
| 30D | -25.9% | +4.1% | -30.0% | -27.6% |
| 3M | -19.1% | -3.3% | -15.8% | -17.8% |
| 6M | -5.7% | +5.9% | -11.6% | -9.4% |
| YTD | +27.6% | +15.5% | +12.1% | +16.5% |
| 1Y | +30.8% | +19.3% | +11.4% | +17.2% |
| 3Y | +116.2% | +79.0% | +37.2% | +52.4% |
| 5Y | +67.7% | +28.3% | +39.4% | +40.7% |
| 10Y | +1,355.3% | +336.8% | +1,018.5% | +512.0% |
| All | +77,094.7% | +2,957.0% | +74,137.6% | +12,733.6% |
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