+85.5%
ASML vs NVTS
-43.8%
+129.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.8% | +6.4% | -7.2% |
| 7D | -19.0% | -14.6% | -4.5% | -17.4% |
| 30D | -25.9% | -34.3% | +8.4% | -21.9% |
| 3M | -19.1% | -36.4% | +17.3% | -14.5% |
| 6M | -5.7% | -55.2% | +49.5% | +2.1% |
| YTD | +27.6% | +10.1% | +17.5% | +20.3% |
| 1Y | +30.8% | -20.3% | +51.1% | +27.3% |
| 3Y | +116.2% | +27.4% | +88.8% | +75.8% |
| 5Y | +67.7% | -47.6% | +115.3% | +39.6% |
| All | +85.5% | -43.8% | +129.2% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling