+3,787.2%
ASML vs NVMI
+1,639.9%
+2,147.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.7% | -6.7% | +2.2% |
| 7D | -9.0% | +0.3% | -9.3% | -9.0% |
| 30D | -21.0% | -17.1% | -3.9% | -17.3% |
| 3M | -16.3% | -17.9% | +1.6% | -12.2% |
| 6M | -7.5% | -41.4% | +33.9% | +4.9% |
| YTD | +34.0% | -4.6% | +38.6% | +36.4% |
| 1Y | +39.3% | -0.3% | +39.5% | +40.4% |
| 3Y | +128.9% | +214.5% | -85.6% | +79.9% |
| 5Y | +76.1% | +148.5% | -72.4% | +46.4% |
| 10Y | +1,428.4% | +2,435.9% | -1,007.5% | +774.4% |
| All | +3,787.2% | +1,639.9% | +2,147.3% | +1,403.3% |
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