+93.0%
ASML vs DHR
-8.2%
+101.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -2.9% | +2.6% | -5.5% | -4.0% |
| 30D | -15.2% | +7.4% | -22.6% | -18.1% |
| 3M | -12.9% | +13.0% | -25.9% | -18.4% |
| 6M | -5.0% | +38.5% | -43.5% | -22.5% |
| YTD | +41.8% | +3.8% | +38.0% | +37.5% |
| 1Y | +46.0% | +12.6% | +33.4% | +34.4% |
| 3Y | +133.5% | +22.0% | +111.5% | +89.8% |
| 5Y | +93.0% | -9.5% | +102.5% | +83.1% |
| All | +93.0% | -8.2% | +101.2% | +83.1% |
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