+80,969.6%
ASML vs AZN
+3,689.7%
+77,279.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.6% |
| 3M | -16.3% | +15.7% | -32.0% | -22.4% |
| 6M | -7.5% | +0.8% | -8.3% | -10.0% |
| YTD | +34.0% | +2.5% | +31.5% | +29.2% |
| 1Y | +39.3% | +12.4% | +26.8% | +28.6% |
| 3Y | +128.9% | +53.4% | +75.4% | +79.4% |
| 5Y | +76.1% | +62.8% | +13.2% | +32.3% |
| 10Y | +1,428.4% | +342.7% | +1,085.7% | +592.7% |
| All | +80,969.6% | +3,689.7% | +77,279.9% | +19,934.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling