+82.7%
ASML vs AZN
+69.6%
+13.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +4.9% | -1.1% | +6.0% | +5.3% |
| 30D | -9.3% | +13.8% | -23.1% | -13.1% |
| 3M | -19.0% | +17.3% | -36.3% | -23.5% |
| 6M | -5.2% | -1.7% | -3.5% | -5.4% |
| YTD | +40.6% | +1.4% | +39.2% | +38.4% |
| 1Y | +47.5% | +5.2% | +42.3% | +42.9% |
| 3Y | +133.9% | +52.6% | +81.2% | +86.9% |
| All | +82.7% | +69.6% | +13.1% | +28.6% |
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