+7.4%
ABT vs DHR
-6.9%
+14.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -5.0% | -5.0% | 0.0% | -3.9% |
| 30D | -5.8% | -3.3% | -2.5% | -5.1% |
| 3M | +16.7% | +9.4% | +7.3% | +14.2% |
| 6M | -5.2% | +3.2% | -8.4% | -6.3% |
| YTD | -16.0% | -12.0% | -3.9% | -14.4% |
| 1Y | -18.3% | +4.9% | -23.1% | -19.5% |
| All | +7.4% | -6.9% | +14.2% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling