+745.9%
ASML vs NVT
+477.1%
+268.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.6% |
| 7D | -2.9% | -13.0% | +10.1% | +4.5% |
| 30D | -15.2% | -32.7% | +17.5% | +5.0% |
| 3M | -12.9% | -30.6% | +17.7% | +5.4% |
| 6M | -5.0% | -33.6% | +28.6% | +18.0% |
| YTD | +41.8% | +11.0% | +30.8% | +31.2% |
| 1Y | +46.0% | +0.8% | +45.3% | +42.2% |
| 3Y | +133.5% | +125.7% | +7.8% | +38.1% |
| 5Y | +93.0% | +231.1% | -138.1% | -8.4% |
| All | +745.9% | +477.1% | +268.8% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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