+53,327.7%
ASML vs NVS
+1,271.6%
+52,056.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | -1.0% | +11.4% | +11.1% |
| 30D | -12.7% | +12.5% | -25.3% | -19.2% |
| 3M | -17.2% | +5.2% | -22.4% | -21.7% |
| 6M | -1.3% | +8.2% | -9.5% | -9.1% |
| YTD | +40.8% | +19.8% | +21.0% | +21.5% |
| 1Y | +45.2% | +24.8% | +20.4% | +22.0% |
| 3Y | +131.8% | +90.0% | +41.8% | +43.0% |
| 5Y | +84.0% | +134.3% | -50.2% | -3.4% |
| 10Y | +1,541.9% | +250.8% | +1,291.1% | +559.8% |
| All | +53,327.7% | +1,271.6% | +52,056.1% | +8,012.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling