+128.9%
ASML vs ELAN
+168.1%
-39.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.7% | -3.7% | +2.4% |
| 7D | -9.0% | +11.6% | -20.6% | -11.9% |
| 30D | -21.0% | +15.1% | -36.1% | -24.3% |
| 3M | -16.3% | +6.4% | -22.7% | -18.2% |
| 6M | -7.5% | -1.7% | -5.8% | -8.2% |
| YTD | +34.0% | +13.7% | +20.2% | +27.3% |
| 1Y | +39.3% | +19.6% | +19.7% | +30.2% |
| 3Y | +128.9% | +175.0% | -46.1% | +70.4% |
| All | +128.9% | +168.1% | -39.3% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling