+77,094.7%
ASML vs DHR
+16,190.7%
+60,904.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.7% | -7.1% |
| 7D | -19.0% | -4.5% | -14.5% | -16.6% |
| 30D | -25.9% | +5.0% | -30.9% | -28.0% |
| 3M | -19.1% | +13.6% | -32.6% | -25.5% |
| 6M | -5.7% | +30.1% | -35.8% | -22.1% |
| YTD | +27.6% | -0.5% | +28.1% | +24.2% |
| 1Y | +30.8% | +7.4% | +23.3% | +21.1% |
| 3Y | +116.2% | +16.4% | +99.8% | +83.1% |
| 5Y | +67.7% | -10.3% | +78.0% | +66.1% |
| 10Y | +1,355.3% | +249.3% | +1,106.0% | +520.4% |
| All | +77,094.7% | +16,190.7% | +60,904.0% | +2,932.8% |
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