+7,999.2%
NVDA vs ASML
+1,563.6%
+6,435.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -2.4% |
| 7D | -8.5% | +10.4% | -18.8% | -15.8% |
| 30D | -27.3% | -12.7% | -14.5% | -19.5% |
| 3M | -25.8% | -17.2% | -8.6% | -15.0% |
| 6M | -24.6% | -1.3% | -23.2% | -27.9% |
| YTD | -10.7% | +40.8% | -51.5% | -39.2% |
| 1Y | -14.0% | +45.2% | -59.3% | -43.4% |
| 3Y | +244.9% | +131.8% | +113.0% | +39.9% |
| 5Y | +449.3% | +84.0% | +365.2% | +176.7% |
| All | +7,999.2% | +1,563.6% | +6,435.6% | +552.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling