+10,574.6%
NVDA vs ASML
+1,409.1%
+9,165.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.2% | -1.2% |
| 7D | -8.8% | -9.0% | +0.2% | -1.6% |
| 30D | -21.4% | -21.0% | -0.4% | -5.4% |
| 3M | -14.7% | -16.3% | +1.6% | -2.9% |
| 6M | -10.0% | -7.5% | -2.5% | -9.1% |
| YTD | +0.3% | +34.0% | -33.7% | -28.6% |
| 1Y | -0.5% | +39.3% | -39.8% | -31.9% |
| 3Y | +309.2% | +128.9% | +180.3% | +68.2% |
| 5Y | +530.1% | +76.1% | +454.0% | +230.8% |
| All | +10,574.6% | +1,409.1% | +9,165.5% | +999.1% |
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