+148.0%
ADBE vs DHR
+210.0%
-62.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.1% |
| 7D | -12.9% | -5.0% | -7.9% | -10.2% |
| 30D | -5.6% | -3.3% | -2.3% | -3.8% |
| 3M | +6.6% | +9.4% | -2.8% | +0.2% |
| 6M | -9.6% | +3.2% | -12.7% | -12.6% |
| YTD | -28.9% | -12.0% | -16.9% | -24.5% |
| 1Y | -28.9% | +4.9% | -33.8% | -33.2% |
| 3Y | -55.6% | -7.4% | -48.2% | -57.5% |
| 5Y | -62.2% | -29.8% | -32.5% | -56.1% |
| All | +148.0% | +210.0% | -62.0% | -12.5% |
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