+1,559.3%
ASML vs AZN
+339.3%
+1,220.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +10.4% | -1.3% | +11.7% | +10.9% |
| 30D | -12.7% | +18.3% | -31.1% | -18.4% |
| 3M | -17.2% | +16.3% | -33.5% | -22.4% |
| 6M | -1.3% | -0.1% | -1.2% | -2.9% |
| YTD | +40.8% | +1.3% | +39.5% | +37.6% |
| 1Y | +45.2% | +6.2% | +39.0% | +39.1% |
| 3Y | +131.8% | +53.9% | +77.9% | +85.5% |
| 5Y | +84.0% | +72.8% | +11.2% | +38.3% |
| All | +1,559.3% | +339.3% | +1,220.0% | +825.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 10y: compounded portfolio wealth divided by compounded AZN 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…
10y analysis · Full analysis span regression · 6 months rolling