+61,018.3%
ASML vs NVS
+1,269.4%
+59,748.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.4% |
| 7D | +1.1% | +4.0% | -2.9% | -1.7% |
| 30D | +2.2% | +3.6% | -1.4% | -0.7% |
| 3M | -2.3% | +7.8% | -10.1% | -8.2% |
| 6M | +23.0% | -0.2% | +23.1% | +21.6% |
| YTD | +61.1% | +19.6% | +41.5% | +41.7% |
| 1Y | +129.1% | +28.4% | +100.7% | +91.7% |
| 3Y | +165.4% | +76.2% | +89.2% | +74.5% |
| 5Y | +109.5% | +111.1% | -1.6% | +19.9% |
| 10Y | +1,645.7% | +224.3% | +1,421.5% | +650.4% |
| All | +61,018.3% | +1,269.4% | +59,748.9% | +9,355.0% |
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 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