+748.6%
ASML vs ELAN
-17.0%
+765.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.9% | +8.9% | -11.8% | -5.5% |
| 30D | -15.2% | +16.8% | -31.9% | -19.5% |
| 3M | -12.9% | +20.1% | -33.0% | -18.3% |
| 6M | -5.0% | +13.2% | -18.2% | -9.9% |
| YTD | +41.8% | +18.3% | +23.6% | +32.2% |
| 1Y | +46.0% | +20.2% | +25.9% | +35.0% |
| 3Y | +133.5% | +150.6% | -17.1% | +58.7% |
| 5Y | +92.7% | -18.9% | +111.6% | +89.6% |
| All | +748.6% | -17.0% | +765.6% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling