+1,504.8%
ASML vs NVS
+257.6%
+1,247.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | -0.8% | +1.3% | -2.2% | -1.5% |
| 30D | -14.9% | +13.9% | -28.8% | -20.5% |
| 3M | -13.0% | +4.7% | -17.7% | -16.6% |
| 6M | -4.7% | +12.1% | -16.8% | -13.0% |
| YTD | +42.3% | +22.3% | +20.0% | +23.6% |
| 1Y | +49.7% | +33.5% | +16.2% | +23.3% |
| 3Y | +144.3% | +94.7% | +49.5% | +51.9% |
| 5Y | +86.4% | +137.6% | -51.2% | -4.0% |
| 10Y | +1,504.8% | +254.5% | +1,250.4% | +567.0% |
| All | +1,504.8% | +257.6% | +1,247.3% | +567.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling