+108.6%
ASML vs ELAN
-27.7%
+136.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | +2.2% | -6.6% | +8.7% | +4.0% |
| 3M | -2.3% | -0.8% | -1.4% | -2.8% |
| 6M | +23.0% | +0.2% | +22.7% | +21.2% |
| YTD | +61.1% | +8.3% | +52.8% | +54.7% |
| 1Y | +129.1% | +40.2% | +88.9% | +101.5% |
| 3Y | +165.4% | +97.7% | +67.6% | +93.2% |
| All | +108.6% | -27.7% | +136.3% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling