+188.2%
ASML vs NTRS
+166.2%
+22.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.9% | +3.4% |
| 7D | +6.0% | +1.7% | +4.3% | +5.0% |
| 30D | +1.4% | +0.1% | +1.2% | +1.2% |
| 3M | +1.0% | +9.8% | -8.8% | -4.0% |
| 6M | +37.0% | +34.7% | +2.3% | +16.9% |
| YTD | +65.8% | +37.4% | +28.4% | +40.0% |
| 1Y | +123.1% | +48.2% | +74.9% | +81.4% |
| 3Y | +188.2% | +163.5% | +24.7% | +71.1% |
| All | +188.2% | +166.2% | +22.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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