+1,504.8%
ASML vs AZN
+333.5%
+1,171.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.6% |
| 7D | -0.8% | +1.5% | -2.4% | -1.4% |
| 30D | -14.9% | +19.0% | -33.9% | -20.5% |
| 3M | -13.0% | +17.3% | -30.3% | -18.7% |
| 6M | -4.7% | +3.6% | -8.3% | -7.5% |
| YTD | +42.3% | +4.1% | +38.2% | +37.7% |
| 1Y | +49.7% | +13.1% | +36.6% | +39.8% |
| 3Y | +144.3% | +55.8% | +88.5% | +94.8% |
| 5Y | +86.4% | +66.5% | +19.9% | +42.2% |
| 10Y | +1,504.8% | +329.7% | +1,175.1% | +777.8% |
| All | +1,504.8% | +333.5% | +1,171.4% | +777.8% |
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