+128.9%
ASML vs NVT
+118.7%
+10.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -2.9% | +0.3% |
| 7D | -9.0% | -15.7% | +6.7% | -0.2% |
| 30D | -21.0% | -36.6% | +15.6% | +2.2% |
| 3M | -16.3% | -34.8% | +18.6% | +5.8% |
| 6M | -7.5% | -38.2% | +30.7% | +20.7% |
| YTD | +34.0% | +4.8% | +29.2% | +28.4% |
| 1Y | +39.3% | -2.8% | +42.1% | +38.7% |
| 3Y | +128.9% | +119.5% | +9.3% | +27.9% |
| All | +128.9% | +118.7% | +10.2% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling