+129.1%
ASML vs NVDL
+42.2%
+86.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.7% |
| 7D | +1.1% | +11.7% | -10.6% | -2.3% |
| 30D | +2.2% | +7.8% | -5.7% | -0.9% |
| 3M | -2.3% | +3.3% | -5.6% | -5.0% |
| 6M | +23.0% | +38.9% | -15.9% | +7.0% |
| YTD | +61.1% | +28.5% | +32.6% | +42.1% |
| 1Y | +129.1% | +40.6% | +88.5% | +101.9% |
| All | +129.1% | +42.2% | +86.9% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling