+114.8%
CSCO vs DHR
-28.4%
+143.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -10.7% | -2.2% | -8.6% | -10.3% |
| 3M | -8.7% | +9.0% | -17.7% | -11.2% |
| 6M | +44.9% | +3.5% | +41.4% | +42.7% |
| YTD | +44.1% | -10.1% | +54.3% | +47.5% |
| 1Y | +65.9% | +6.2% | +59.7% | +61.1% |
| 3Y | +109.0% | -5.4% | +114.4% | +103.9% |
| 5Y | +114.8% | -27.9% | +142.7% | +122.0% |
| All | +114.8% | -28.4% | +143.1% | +122.0% |
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