+39.3%
ASML vs PFE
+27.1%
+12.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.7% | +5.1% |
| 7D | -9.0% | -3.7% | -5.3% | -8.8% |
| 30D | -21.0% | +5.0% | -25.9% | -21.3% |
| 3M | -16.3% | +12.2% | -28.5% | -17.7% |
| 6M | -7.5% | +14.6% | -22.1% | -8.7% |
| YTD | +34.0% | +24.1% | +9.9% | +30.2% |
| 1Y | +39.3% | +26.6% | +12.7% | +36.8% |
| All | +39.3% | +27.1% | +12.2% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling