+75.5%
ASML vs NVTS
-42.8%
+118.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.5% | -4.5% | +3.7% |
| 7D | -9.0% | +1.5% | -10.5% | -9.3% |
| 30D | -21.0% | -23.8% | +2.8% | -18.3% |
| 3M | -16.3% | -30.6% | +14.3% | -12.6% |
| 6M | -7.5% | -48.4% | +40.9% | -1.6% |
| YTD | +34.0% | +20.6% | +13.4% | +24.8% |
| 1Y | +39.3% | -2.5% | +41.8% | +32.3% |
| 3Y | +128.9% | +44.0% | +84.9% | +82.3% |
| All | +75.5% | -42.8% | +118.3% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling