+128.9%
ASML vs AZN
+52.6%
+76.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | -21.0% | +16.4% | -37.4% | -22.9% |
| 3M | -16.3% | +15.7% | -32.0% | -18.5% |
| 6M | -7.5% | +0.8% | -8.3% | -7.3% |
| YTD | +34.0% | +2.5% | +31.5% | +33.9% |
| 1Y | +39.3% | +12.4% | +26.8% | +35.5% |
| 3Y | +128.9% | +53.4% | +75.4% | +109.2% |
| All | +128.9% | +52.6% | +76.3% | +109.2% |
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