+849.6%
ASML vs ELAN
-29.1%
+878.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.5% |
| 7D | +2.5% | -6.4% | +8.9% | +4.7% |
| 30D | -6.2% | +0.6% | -6.8% | -6.6% |
| 3M | -2.6% | 0.0% | -2.5% | -3.4% |
| 6M | +22.4% | -3.4% | +25.8% | +22.2% |
| YTD | +58.5% | +1.0% | +57.5% | +55.8% |
| 1Y | +114.2% | +24.7% | +89.4% | +95.9% |
| 3Y | +175.5% | +97.2% | +78.3% | +101.5% |
| 5Y | +105.9% | -31.5% | +137.4% | +114.1% |
| All | +849.6% | -29.1% | +878.8% | +801.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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