+6.7%
AMZN vs DHR
+11.6%
-4.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +5.9% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +5.8% | +6.2% | -0.4% | +5.1% |
| 3M | -4.1% | +20.8% | -24.9% | -6.1% |
| 6M | -2.2% | +35.5% | -37.7% | -6.3% |
| YTD | +15.3% | +3.2% | +12.0% | +14.8% |
| 1Y | +6.7% | +10.7% | -4.0% | +7.4% |
| All | +6.7% | +11.6% | -4.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling