+743.7%
ASML vs ELAN
-17.8%
+761.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +10.4% | +11.9% | -1.6% | +6.3% |
| 30D | -12.7% | +18.3% | -31.0% | -17.5% |
| 3M | -17.2% | +19.7% | -36.9% | -22.2% |
| 6M | -1.3% | +23.7% | -25.0% | -9.0% |
| YTD | +40.8% | +17.1% | +23.7% | +31.7% |
| 1Y | +45.2% | +20.2% | +25.0% | +34.3% |
| 3Y | +131.8% | +148.1% | -16.3% | +58.0% |
| 5Y | +84.0% | -19.8% | +103.8% | +81.7% |
| All | +743.7% | -17.8% | +761.5% | +661.8% |
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