+1,395.4%
ASML vs PFE
+61.4%
+1,334.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.7% | +5.5% |
| 7D | -9.0% | -3.7% | -5.3% | -8.0% |
| 30D | -21.0% | +5.0% | -25.9% | -22.3% |
| 3M | -16.3% | +12.2% | -28.5% | -19.7% |
| 6M | -7.5% | +14.6% | -22.1% | -12.1% |
| YTD | +34.0% | +24.1% | +9.9% | +23.9% |
| 1Y | +39.3% | +26.6% | +12.7% | +27.8% |
| 3Y | +128.9% | +14.3% | +114.5% | +112.0% |
| 5Y | +76.1% | -21.9% | +98.0% | +85.9% |
| All | +1,395.4% | +61.4% | +1,334.0% | +1,141.1% |
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