+135.9%
ASML vs ELV
-1.5%
+137.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.3% |
| 7D | -2.9% | +3.8% | -6.7% | -2.8% |
| 30D | -15.2% | +4.1% | -19.3% | -15.2% |
| 3M | -12.9% | +8.5% | -21.4% | -12.9% |
| 6M | -5.0% | +14.6% | -19.6% | -5.6% |
| YTD | +41.8% | +24.4% | +17.4% | +39.3% |
| 1Y | +46.0% | +44.2% | +1.8% | +42.0% |
| All | +135.9% | -1.5% | +137.3% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling