+163.4%
ASML vs NVD
-99.2%
+262.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +3.8% |
| 7D | +1.1% | -11.1% | +12.2% | -1.9% |
| 30D | +2.2% | -13.3% | +15.4% | -0.7% |
| 3M | -2.3% | -19.8% | +17.5% | -4.7% |
| 6M | +23.0% | -48.8% | +71.8% | +9.3% |
| YTD | +61.1% | -49.7% | +110.7% | +44.9% |
| 1Y | +129.1% | -61.4% | +190.5% | +97.6% |
| 3Y | +165.4% | -99.1% | +264.5% | +19.5% |
| All | +163.4% | -99.2% | +262.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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