+197.1%
ABT vs DHR
+209.4%
-12.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.9% | -3.6% | -2.3% | -4.1% |
| 30D | -8.1% | -2.7% | -5.3% | -6.9% |
| 3M | +14.5% | +10.9% | +3.6% | +7.8% |
| 6M | -6.3% | +3.0% | -9.3% | -8.7% |
| YTD | -17.1% | -12.2% | -4.9% | -12.6% |
| 1Y | -21.4% | +3.3% | -24.7% | -24.5% |
| 3Y | +5.9% | -8.2% | +14.1% | +3.0% |
| 5Y | -12.8% | -29.9% | +17.1% | -1.4% |
| All | +197.1% | +209.4% | -12.3% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling