+63.9%
CSCO vs DHR
+6.3%
+57.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | -10.7% | -2.2% | -8.6% | -10.7% |
| 3M | -8.7% | +9.0% | -17.7% | -8.8% |
| 6M | +44.9% | +3.5% | +41.4% | +47.0% |
| YTD | +44.1% | -10.1% | +54.3% | +48.5% |
| All | +63.9% | +6.3% | +57.6% | +66.8% |
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 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