+46.6%
ASML vs ELV
+37.8%
+8.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +5.9% |
| 7D | -0.8% | +1.1% | -2.0% | -0.6% |
| 30D | -14.9% | +1.3% | -16.2% | -14.7% |
| 3M | -13.0% | +6.6% | -19.5% | -12.3% |
| 6M | -4.7% | +11.6% | -16.3% | -4.3% |
| YTD | +42.3% | +21.1% | +21.2% | +38.1% |
| All | +46.6% | +37.8% | +8.8% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling