+46.1%
ASML vs DHR
+11.6%
+34.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.9% |
| 7D | -10.0% | +0.4% | -10.4% | -10.0% |
| 30D | -19.4% | +6.2% | -25.6% | -19.9% |
| 3M | -12.5% | +20.8% | -33.3% | -14.2% |
| 6M | +8.2% | +35.5% | -27.3% | -0.9% |
| YTD | +40.7% | +3.2% | +37.5% | +49.7% |
| 1Y | +46.1% | +10.7% | +35.5% | +62.1% |
| All | +46.1% | +11.6% | +34.6% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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