+117.9%
ASML vs NVTS
+25.0%
+93.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.8% | +6.4% | -7.8% |
| 7D | -19.0% | -14.6% | -4.5% | -17.8% |
| 30D | -25.9% | -34.3% | +8.4% | -23.0% |
| 3M | -19.1% | -36.4% | +17.3% | -15.7% |
| 6M | -5.7% | -55.2% | +49.5% | +0.1% |
| YTD | +27.6% | +10.1% | +17.5% | +24.2% |
| 1Y | +30.8% | -20.3% | +51.1% | +29.7% |
| All | +117.9% | +25.0% | +93.0% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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