+6,642.4%
ABT vs DHR
+56,727.1%
-50,084.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -3.7% | -3.9% | +0.2% | -2.6% |
| 30D | +2.5% | +4.0% | -1.5% | +1.2% |
| 3M | +20.2% | +11.5% | +8.7% | +16.0% |
| 6M | -2.9% | +1.9% | -4.8% | -3.9% |
| YTD | -11.9% | -8.9% | -3.0% | -10.1% |
| 1Y | -16.5% | +5.1% | -21.7% | -18.6% |
| 3Y | +12.1% | -10.3% | +22.4% | +12.3% |
| 5Y | -7.4% | -27.8% | +20.4% | -2.1% |
| 10Y | +210.7% | +203.6% | +7.1% | +128.2% |
| All | +6,642.4% | +56,727.1% | -50,084.6% | +1,344.1% |
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