+39.3%
ASML vs NVT
-5.2%
+44.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -2.9% | 0.0% |
| 7D | -9.0% | -15.7% | +6.7% | +0.4% |
| 30D | -21.0% | -36.6% | +15.6% | +4.4% |
| 3M | -16.3% | -34.8% | +18.6% | +7.8% |
| 6M | -7.5% | -38.2% | +30.7% | +23.4% |
| YTD | +34.0% | +4.8% | +29.2% | +24.5% |
| 1Y | +39.3% | -2.8% | +42.1% | +34.4% |
| All | +39.3% | -5.2% | +44.4% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling