+112.4%
ASML vs NTRS
+88.7%
+23.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | -0.2% | -1.2% | +1.0% | +0.4% |
| 3M | -2.6% | +8.8% | -11.4% | -7.1% |
| 6M | +27.9% | +34.7% | -6.8% | +8.6% |
| YTD | +62.4% | +37.2% | +25.2% | +36.6% |
| 1Y | +116.2% | +46.3% | +69.9% | +75.5% |
| 3Y | +182.4% | +163.2% | +19.2% | +63.0% |
| 5Y | +112.4% | +86.9% | +25.5% | +46.9% |
| All | +112.4% | +88.7% | +23.7% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling