+1,395.4%
ASML vs ELV
+303.6%
+1,091.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.4% |
| 7D | -9.0% | +1.3% | -10.3% | -9.4% |
| 30D | -21.0% | +5.3% | -26.2% | -22.2% |
| 3M | -16.3% | +9.2% | -25.5% | -18.6% |
| 6M | -7.5% | +14.5% | -22.1% | -12.1% |
| YTD | +34.0% | +23.2% | +10.8% | +23.4% |
| 1Y | +39.3% | +38.0% | +1.2% | +23.7% |
| 3Y | +128.9% | -1.5% | +130.4% | +119.5% |
| 5Y | +76.1% | +8.5% | +67.6% | +60.3% |
| All | +1,395.4% | +303.6% | +1,091.8% | +1,057.2% |
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