+4,572.6%
ASML vs NVMI
+1,967.2%
+2,605.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.9% |
| 7D | +1.1% | +6.6% | -5.5% | -0.4% |
| 30D | +2.2% | -7.5% | +9.7% | +4.0% |
| 3M | -2.3% | -28.5% | +26.2% | +5.8% |
| 6M | +23.0% | -15.7% | +38.7% | +28.2% |
| YTD | +61.1% | +13.3% | +47.7% | +57.2% |
| 1Y | +129.1% | +48.3% | +80.8% | +110.4% |
| 3Y | +165.4% | +191.2% | -25.9% | +110.3% |
| 5Y | +109.5% | +268.7% | -159.2% | +60.3% |
| 10Y | +1,645.7% | +3,034.8% | -1,389.1% | +851.4% |
| All | +4,572.6% | +1,967.2% | +2,605.4% | +1,631.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling