+134.1%
ASML vs NVTS
-15.6%
+149.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +3.4% |
| 7D | +1.1% | +2.7% | -1.6% | +0.7% |
| 30D | +2.2% | -4.5% | +6.6% | +2.6% |
| 3M | -2.3% | -61.5% | +59.2% | +9.1% |
| 6M | +23.0% | +28.0% | -5.0% | +15.1% |
| YTD | +61.1% | +65.3% | -4.2% | +44.5% |
| 1Y | +129.1% | +113.0% | +16.1% | +94.5% |
| 3Y | +165.4% | +34.7% | +130.7% | +124.7% |
| All | +134.1% | -15.6% | +149.7% | +85.9% |
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 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