+1,504.8%
ASML vs ELV
+298.7%
+1,206.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.6% |
| 7D | -0.8% | +1.1% | -2.0% | -1.2% |
| 30D | -14.9% | +1.3% | -16.2% | -15.4% |
| 3M | -13.0% | +6.6% | -19.5% | -14.9% |
| 6M | -4.7% | +11.6% | -16.3% | -8.9% |
| YTD | +42.3% | +21.1% | +21.2% | +31.6% |
| 1Y | +49.7% | +34.2% | +15.5% | +33.9% |
| 3Y | +144.3% | -2.9% | +147.2% | +134.9% |
| 5Y | +86.4% | +4.6% | +81.7% | +71.4% |
| 10Y | +1,504.8% | +272.8% | +1,232.0% | +1,121.4% |
| All | +1,504.8% | +298.7% | +1,206.2% | +1,121.4% |
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