+298.1%
NVDA vs ASML
+118.1%
+180.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.3% | +0.1% | -3.5% |
| 7D | -15.0% | -19.0% | +4.0% | -3.2% |
| 30D | -24.1% | -25.9% | +1.8% | -8.9% |
| 3M | -17.1% | -19.1% | +2.0% | -6.2% |
| 6M | -7.4% | -5.7% | -1.6% | -7.6% |
| YTD | -2.4% | +27.6% | -30.0% | -23.0% |
| 1Y | -6.7% | +30.8% | -37.5% | -28.0% |
| All | +298.1% | +118.1% | +180.0% | +115.6% |
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