+1,323.9%
ASML vs PFE
+64.1%
+1,259.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.4% | -8.4% |
| 7D | -19.0% | -0.2% | -18.8% | -19.0% |
| 30D | -25.9% | +8.7% | -34.6% | -28.0% |
| 3M | -19.1% | +15.8% | -34.8% | -23.1% |
| 6M | -5.7% | +16.8% | -22.6% | -11.0% |
| YTD | +27.6% | +26.2% | +1.4% | +17.4% |
| 1Y | +30.8% | +29.9% | +0.8% | +19.0% |
| 3Y | +116.2% | +15.9% | +100.3% | +99.5% |
| 5Y | +67.7% | -20.6% | +88.3% | +76.2% |
| All | +1,323.9% | +64.1% | +1,259.8% | +1,076.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 10y: compounded portfolio wealth divided by compounded PFE 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…
10y analysis · Full analysis span regression · 6 months rolling