+75.5%
ASML vs NTR
+23.5%
+52.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.2% |
| 7D | -9.0% | +3.0% | -12.0% | -9.6% |
| 30D | -21.0% | +2.2% | -23.1% | -21.5% |
| 3M | -16.3% | +7.9% | -24.2% | -18.0% |
| 6M | -7.5% | -1.5% | -6.0% | -7.8% |
| YTD | +34.0% | +18.6% | +15.4% | +25.3% |
| 1Y | +39.3% | +31.7% | +7.6% | +25.9% |
| 3Y | +128.9% | +46.4% | +82.4% | +95.3% |
| All | +75.5% | +23.5% | +52.0% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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