-5.7%
ASML vs NVTS
-51.5%
+45.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.8% | +6.4% | -5.2% |
| 7D | -19.0% | -14.6% | -4.5% | -15.8% |
| 30D | -25.9% | -34.3% | +8.4% | -18.1% |
| 3M | -19.1% | -36.4% | +17.3% | -10.3% |
| 6M | -5.7% | -55.2% | +49.5% | +12.3% |
| All | -5.7% | -51.5% | +45.7% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling