+11,126.4%
ASML vs ELV
+2,568.9%
+8,557.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.5% |
| 7D | -9.0% | +1.3% | -10.3% | -9.5% |
| 30D | -21.0% | +5.3% | -26.2% | -22.5% |
| 3M | -16.3% | +9.2% | -25.5% | -19.2% |
| 6M | -7.5% | +14.5% | -22.1% | -13.1% |
| YTD | +34.0% | +23.2% | +10.8% | +21.5% |
| 1Y | +39.3% | +38.0% | +1.2% | +21.2% |
| 3Y | +128.9% | -1.5% | +130.4% | +115.9% |
| 5Y | +76.1% | +8.5% | +67.6% | +57.8% |
| 10Y | +1,428.4% | +309.5% | +1,118.9% | +703.0% |
| All | +11,126.4% | +2,568.9% | +8,557.5% | +3,440.7% |
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 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