+60,984.4%
DHR vs AXP
+6,571.9%
+54,412.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | -0.9% | +0.6% | -1.4% | -1.1% |
| 30D | +5.4% | +5.8% | -0.4% | +3.5% |
| 3M | +15.3% | -6.0% | +21.4% | +17.4% |
| 6M | +32.1% | +0.3% | +31.8% | +31.7% |
| YTD | +1.2% | -12.3% | +13.4% | +4.7% |
| 1Y | +10.1% | -11.2% | +21.3% | +13.4% |
| 3Y | +19.9% | +117.0% | -97.2% | -7.2% |
| 5Y | -8.8% | +93.2% | -102.0% | -28.0% |
| 10Y | +255.3% | +461.2% | -205.9% | +88.6% |
| All | +60,984.4% | +6,571.9% | +54,412.5% | +15,782.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 all: compounded portfolio wealth divided by compounded AXP 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…
all analysis · Full analysis span regression · 6 months rolling