+108.6%
ASML vs EL
-67.1%
+175.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.2% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +2.2% | +19.8% | -17.7% | -4.7% |
| 3M | -2.3% | +25.7% | -28.0% | -10.8% |
| 6M | +23.0% | +5.4% | +17.5% | +18.3% |
| YTD | +61.1% | +0.2% | +60.8% | +55.3% |
| 1Y | +129.1% | +20.4% | +108.7% | +103.4% |
| 3Y | +165.4% | -32.1% | +197.5% | +183.4% |
| All | +108.6% | -67.1% | +175.7% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling