+129.1%
ASML vs NVS
+27.7%
+101.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.6% |
| 7D | +1.1% | +4.0% | -2.9% | 0.0% |
| 30D | +2.2% | +3.6% | -1.4% | +1.1% |
| 3M | -2.3% | +7.8% | -10.1% | -5.8% |
| 6M | +23.0% | -0.2% | +23.1% | +22.2% |
| YTD | +61.1% | +19.6% | +41.5% | +55.0% |
| 1Y | +129.1% | +28.4% | +100.7% | +120.8% |
| All | +129.1% | +27.7% | +101.4% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling