+123.1%
ASML vs AZN
+0.2%
+123.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.0% |
| 7D | +6.0% | -1.5% | +7.5% | +6.1% |
| 30D | +1.4% | -0.9% | +2.2% | +1.4% |
| 3M | +1.0% | -11.8% | +12.9% | +2.7% |
| 6M | +37.0% | -17.6% | +54.6% | +42.2% |
| YTD | +65.8% | -12.0% | +77.8% | +70.8% |
| 1Y | +123.1% | -0.9% | +124.0% | +127.9% |
| All | +123.1% | +0.2% | +123.0% | +127.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling