+13,394.7%
ASML vs ELV
+2,444.2%
+10,950.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.7% |
| 7D | +1.1% | +3.3% | -2.2% | 0.0% |
| 30D | +2.2% | +4.2% | -2.0% | +0.7% |
| 3M | -2.3% | -0.1% | -2.2% | -3.4% |
| 6M | +23.0% | +41.3% | -18.3% | +8.1% |
| YTD | +61.1% | +17.4% | +43.6% | +49.1% |
| 1Y | +129.1% | +35.1% | +94.0% | +101.5% |
| 3Y | +165.4% | -3.2% | +168.6% | +152.4% |
| 5Y | +109.5% | +15.6% | +93.9% | +83.3% |
| 10Y | +1,645.7% | +276.8% | +1,368.9% | +846.5% |
| All | +13,394.7% | +2,444.2% | +10,950.5% | +4,244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling