+87,210.0%
ASML vs DHR
+16,836.3%
+70,373.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +2.5% | +0.2% | +2.4% | +2.7% |
| 30D | -12.2% | +6.4% | -18.6% | -15.2% |
| 3M | -14.6% | +13.6% | -28.2% | -21.3% |
| 6M | -1.7% | +41.9% | -43.6% | -22.8% |
| YTD | +44.3% | +3.4% | +40.9% | +37.3% |
| 1Y | +51.0% | +9.9% | +41.1% | +38.2% |
| 3Y | +137.6% | +21.6% | +116.0% | +96.2% |
| 5Y | +92.7% | -10.6% | +103.3% | +91.7% |
| 10Y | +1,582.8% | +245.2% | +1,337.6% | +623.3% |
| All | +87,210.0% | +16,836.3% | +70,373.7% | +3,254.0% |
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