+75.5%
ASML vs AZN
+61.4%
+14.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | -21.0% | +16.4% | -37.4% | -24.8% |
| 3M | -16.3% | +15.7% | -32.0% | -20.5% |
| 6M | -7.5% | +0.8% | -8.3% | -8.6% |
| YTD | +34.0% | +2.5% | +31.5% | +31.6% |
| 1Y | +39.3% | +12.4% | +26.8% | +31.7% |
| 3Y | +128.9% | +53.4% | +75.4% | +84.7% |
| All | +75.5% | +61.4% | +14.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling