+752.7%
ASML vs ELAN
-16.8%
+769.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.3% | +1.9% | +4.8% |
| 7D | -0.8% | +11.4% | -12.2% | -4.2% |
| 30D | -14.9% | +17.1% | -32.0% | -19.3% |
| 3M | -13.0% | +21.3% | -34.3% | -18.6% |
| 6M | -4.7% | +13.5% | -18.2% | -9.6% |
| YTD | +42.3% | +18.6% | +23.7% | +32.5% |
| 1Y | +49.7% | +24.9% | +24.8% | +36.7% |
| 3Y | +144.3% | +161.6% | -17.3% | +63.6% |
| 5Y | +86.4% | -18.9% | +105.3% | +83.3% |
| All | +752.7% | -16.8% | +769.5% | +666.8% |
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