+175.6%
ASML vs AZN
+27.4%
+148.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | +0.7% | +1.4% | +1.9% |
| 3M | -2.3% | -10.5% | +8.2% | -0.2% |
| 6M | +23.0% | -19.3% | +42.2% | +29.9% |
| YTD | +61.1% | -10.6% | +71.6% | +64.8% |
| 1Y | +129.1% | +0.5% | +128.6% | +125.8% |
| All | +175.6% | +27.4% | +148.3% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling