+82.7%
ASML vs NVMI
+140.3%
-57.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.8% |
| 7D | +4.9% | +1.5% | +3.4% | +3.8% |
| 30D | -9.3% | -4.1% | -5.2% | -6.9% |
| 3M | -19.0% | -22.8% | +3.8% | -5.0% |
| 6M | -5.2% | -36.9% | +31.7% | +23.9% |
| YTD | +40.6% | -3.2% | +43.8% | +38.3% |
| 1Y | +47.5% | +7.1% | +40.4% | +35.6% |
| 3Y | +133.9% | +181.5% | -47.6% | -5.1% |
| All | +82.7% | +140.3% | -57.6% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling