+1,031.9%
NBIS vs ASML
+140.8%
+891.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.2% | +3.3% | +2.9% |
| 7D | +8.2% | +1.1% | +7.1% | +7.0% |
| 30D | +3.4% | +2.2% | +1.2% | +1.1% |
| 3M | -12.8% | -2.3% | -10.5% | -8.9% |
| 6M | +131.5% | +23.0% | +108.6% | +84.3% |
| YTD | +170.5% | +61.1% | +109.4% | +55.7% |
| 1Y | +248.8% | +129.1% | +119.7% | +28.9% |
| All | +1,031.9% | +140.8% | +891.1% | +299.7% |
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