+80,969.6%
ASML vs NVO
+14,556.9%
+66,412.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +0.8% | -9.8% | -9.3% |
| 30D | -21.0% | +5.4% | -26.3% | -22.5% |
| 3M | -16.3% | -11.2% | -5.1% | -13.4% |
| 6M | -7.5% | -10.8% | +3.3% | -5.6% |
| YTD | +34.0% | -16.8% | +50.8% | +37.6% |
| 1Y | +39.3% | -9.0% | +48.3% | +37.8% |
| 3Y | +128.9% | -56.5% | +185.4% | +183.0% |
| 5Y | +76.1% | -20.3% | +96.4% | +67.1% |
| 10Y | +1,428.4% | +196.5% | +1,231.9% | +775.8% |
| All | +80,969.6% | +14,556.9% | +66,412.7% | +13,912.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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