+309.2%
NVDA vs ASML
+129.1%
+180.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.2% | -0.3% |
| 7D | -8.8% | -9.0% | +0.2% | -3.3% |
| 30D | -21.4% | -21.0% | -0.4% | -9.4% |
| 3M | -14.7% | -16.3% | +1.6% | -5.5% |
| 6M | -10.0% | -7.5% | -2.5% | -8.9% |
| YTD | +0.3% | +34.0% | -33.7% | -23.2% |
| 1Y | -0.5% | +39.3% | -39.8% | -26.3% |
| 3Y | +309.2% | +128.9% | +180.3% | +114.9% |
| All | +309.2% | +129.1% | +180.1% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling