+128.9%
ASML vs ELV
-0.8%
+129.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.0% |
| 7D | -9.0% | +1.3% | -10.3% | -9.0% |
| 30D | -21.0% | +5.3% | -26.2% | -21.0% |
| 3M | -16.3% | +9.2% | -25.5% | -16.4% |
| 6M | -7.5% | +14.5% | -22.1% | -8.1% |
| YTD | +34.0% | +23.2% | +10.8% | +31.6% |
| 1Y | +39.3% | +38.0% | +1.2% | +35.6% |
| 3Y | +128.9% | -1.5% | +130.4% | +147.5% |
| All | +128.9% | -0.8% | +129.6% | +147.5% |
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