+67.7%
ASML vs PFE
-19.8%
+87.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.4% | -8.7% |
| 7D | -19.0% | -0.2% | -18.8% | -19.0% |
| 30D | -25.9% | +8.7% | -34.6% | -27.3% |
| 3M | -19.1% | +15.8% | -34.8% | -21.8% |
| 6M | -5.7% | +16.8% | -22.6% | -9.2% |
| YTD | +27.6% | +26.2% | +1.4% | +20.8% |
| 1Y | +30.8% | +29.9% | +0.8% | +22.9% |
| 3Y | +116.2% | +15.9% | +100.3% | +104.5% |
| 5Y | +67.7% | -20.6% | +88.3% | +83.0% |
| All | +67.7% | -19.8% | +87.4% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling