+696.9%
AVGO vs DHR
-30.1%
+727.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.1% | -3.6% | +4.8% | +2.3% |
| 30D | -13.0% | -2.7% | -10.2% | -12.4% |
| 3M | -6.0% | +10.9% | -16.9% | -10.6% |
| 6M | +6.4% | +3.0% | +3.3% | +3.4% |
| YTD | +5.0% | -12.2% | +17.2% | +8.9% |
| 1Y | +1.4% | +3.3% | -1.9% | -2.7% |
| 3Y | +336.8% | -8.2% | +345.0% | +323.8% |
| All | +696.9% | -30.1% | +727.0% | +739.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling