+1,761.8%
ASML vs NVMI
+3,055.7%
-1,293.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.1% |
| 7D | +6.0% | +11.7% | -5.7% | -1.0% |
| 30D | +1.4% | -4.0% | +5.4% | +3.7% |
| 3M | +1.0% | -25.8% | +26.8% | +19.8% |
| 6M | +37.0% | -8.3% | +45.3% | +41.3% |
| YTD | +65.8% | +14.8% | +50.9% | +48.1% |
| 1Y | +123.1% | +37.9% | +85.2% | +76.4% |
| 3Y | +188.2% | +216.3% | -28.1% | +24.0% |
| 5Y | +115.6% | +277.2% | -161.6% | -17.7% |
| 10Y | +1,761.8% | +3,074.3% | -1,312.5% | +208.4% |
| All | +1,761.8% | +3,055.7% | -1,293.9% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling