+1,767.1%
ASML vs AZN
+213.8%
+1,553.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | +2.8% | -2.9% | +5.7% | +3.9% |
| 30D | -0.2% | -3.1% | +2.8% | +0.7% |
| 3M | -2.6% | -14.4% | +11.9% | +2.4% |
| 6M | +27.9% | -19.5% | +47.4% | +37.6% |
| YTD | +62.4% | -13.8% | +76.2% | +69.6% |
| 1Y | +116.2% | -2.4% | +118.6% | +113.5% |
| 3Y | +182.4% | +21.3% | +161.1% | +149.7% |
| 5Y | +112.4% | +53.6% | +58.7% | +66.8% |
| 10Y | +1,767.1% | +220.1% | +1,546.9% | +1,054.0% |
| All | +1,767.1% | +213.8% | +1,553.3% | +1,054.0% |
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