+547.5%
NBIS vs ASML
+100.4%
+447.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.0% | +2.6% | +1.8% |
| 7D | -16.0% | -9.0% | -7.0% | -5.4% |
| 30D | -45.4% | -21.0% | -24.4% | -27.5% |
| 3M | -31.8% | -16.3% | -15.5% | -14.8% |
| 6M | -33.6% | -7.5% | -26.1% | -24.9% |
| YTD | +54.7% | +34.0% | +20.7% | +11.5% |
| 1Y | +18.3% | +39.3% | -21.0% | -18.3% |
| All | +547.5% | +100.4% | +447.1% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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