+75.5%
ASML vs DHR
-9.6%
+85.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.1% |
| 7D | -9.0% | -0.9% | -8.2% | -8.5% |
| 30D | -21.0% | +5.4% | -26.3% | -22.9% |
| 3M | -16.3% | +15.3% | -31.6% | -22.5% |
| 6M | -7.5% | +32.1% | -39.7% | -22.6% |
| YTD | +34.0% | +1.2% | +32.8% | +31.6% |
| 1Y | +39.3% | +10.1% | +29.2% | +29.7% |
| 3Y | +128.9% | +19.9% | +109.0% | +87.5% |
| All | +75.5% | -9.6% | +85.0% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling