+1,644.6%
ASML vs ELV
+277.2%
+1,367.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.6% |
| 7D | +1.1% | +3.3% | -2.2% | +0.2% |
| 30D | +2.2% | +4.2% | -2.0% | +1.0% |
| 3M | -2.3% | -0.1% | -2.2% | -3.1% |
| 6M | +23.0% | +41.3% | -18.3% | +10.1% |
| YTD | +61.1% | +17.4% | +43.6% | +50.8% |
| 1Y | +129.1% | +35.1% | +94.0% | +104.9% |
| 3Y | +165.4% | -3.2% | +168.6% | +155.4% |
| 5Y | +109.5% | +15.6% | +93.9% | +85.3% |
| All | +1,644.6% | +277.2% | +1,367.4% | +1,024.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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