+308.5%
CSCO vs DHR
+242.1%
+66.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.4% |
| 7D | +1.9% | +1.2% | +0.7% | +1.4% |
| 30D | -15.8% | +3.7% | -19.5% | -17.0% |
| 3M | -15.4% | +14.5% | -29.9% | -20.0% |
| 6M | -5.4% | +40.9% | -46.3% | -18.8% |
| YTD | +26.5% | +2.4% | +24.1% | +23.5% |
| 1Y | +25.9% | +6.1% | +19.8% | +20.9% |
| 3Y | +97.5% | +21.0% | +76.5% | +70.1% |
| 5Y | +93.0% | -11.4% | +104.4% | +89.9% |
| All | +308.5% | +242.1% | +66.4% | +62.4% |
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 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