+84.0%
ASML vs ELV
+6.8%
+77.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +10.4% | -0.5% | +10.8% | +10.4% |
| 30D | -12.7% | +1.1% | -13.8% | -12.9% |
| 3M | -17.2% | +8.2% | -25.4% | -18.1% |
| 6M | -1.3% | +10.2% | -11.5% | -3.1% |
| YTD | +40.8% | +24.4% | +16.4% | +34.4% |
| 1Y | +45.2% | +33.8% | +11.4% | +36.7% |
| 3Y | +131.8% | -1.4% | +133.2% | +130.4% |
| 5Y | +84.0% | +5.8% | +78.2% | +70.7% |
| All | +84.0% | +6.8% | +77.3% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling