+82.7%
ASML vs NVT
+226.5%
-143.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +4.9% | +8.0% | -3.0% | -0.1% |
| 30D | -9.3% | -24.8% | +15.5% | +7.3% |
| 3M | -19.0% | -32.4% | +13.4% | +2.0% |
| 6M | -5.2% | -33.5% | +28.3% | +20.4% |
| YTD | +40.6% | +13.2% | +27.4% | +25.5% |
| 1Y | +47.5% | +9.0% | +38.5% | +34.5% |
| 3Y | +133.9% | +129.4% | +4.5% | +14.9% |
| All | +82.7% | +226.5% | -143.9% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling