-5.7%
ASML vs NXT
-16.6%
+10.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.7% | -2.7% | -7.3% |
| 7D | -19.0% | +24.7% | -43.8% | -24.9% |
| 30D | -25.9% | +13.0% | -39.0% | -28.9% |
| 3M | -19.1% | -0.2% | -18.8% | -18.8% |
| 6M | -5.7% | -19.3% | +13.5% | +2.1% |
| All | -5.7% | -16.6% | +10.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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