+117.9%
ASML vs PFE
+15.7%
+102.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.4% | -9.1% |
| 7D | -19.0% | -0.2% | -18.8% | -19.0% |
| 30D | -25.9% | +8.7% | -34.6% | -26.6% |
| 3M | -19.1% | +15.8% | -34.8% | -20.6% |
| 6M | -5.7% | +16.8% | -22.6% | -7.6% |
| YTD | +27.6% | +26.2% | +1.4% | +24.0% |
| 1Y | +30.8% | +29.9% | +0.8% | +26.6% |
| All | +117.9% | +15.7% | +102.2% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling