+50,745.1%
ASML vs NVS
+1,291.3%
+49,453.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.8% |
| 7D | -9.0% | +1.1% | -10.1% | -9.7% |
| 30D | -21.0% | +13.4% | -34.4% | -27.2% |
| 3M | -16.3% | +5.4% | -21.7% | -20.9% |
| 6M | -7.5% | +9.6% | -17.1% | -15.5% |
| YTD | +34.0% | +21.5% | +12.5% | +14.7% |
| 1Y | +39.3% | +32.3% | +6.9% | +12.7% |
| 3Y | +128.9% | +92.9% | +35.9% | +39.9% |
| 5Y | +76.1% | +134.3% | -58.2% | -7.5% |
| 10Y | +1,428.4% | +272.3% | +1,156.1% | +490.5% |
| All | +50,745.1% | +1,291.3% | +49,453.8% | +7,554.3% |
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