+97,349.8%
ASML vs DHR
+14,819.7%
+82,530.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.1% |
| 7D | +1.1% | -3.9% | +5.0% | +3.5% |
| 30D | +2.2% | +4.0% | -1.8% | -0.6% |
| 3M | -2.3% | +11.5% | -13.8% | -10.9% |
| 6M | +23.0% | +1.9% | +21.1% | +18.2% |
| YTD | +61.1% | -8.9% | +70.0% | +65.5% |
| 1Y | +129.1% | +5.1% | +124.0% | +113.5% |
| 3Y | +165.4% | -10.3% | +175.6% | +163.6% |
| 5Y | +109.5% | -27.8% | +137.3% | +136.8% |
| 10Y | +1,645.7% | +203.6% | +1,442.1% | +710.3% |
| All | +97,349.8% | +14,819.7% | +82,530.0% | +3,943.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling