-27.9%
DHR vs BAX
-67.6%
+39.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | -2.4% | -5.1% | +2.7% | -0.8% |
| 30D | -2.2% | -12.2% | +10.0% | +1.8% |
| 3M | +9.0% | +21.8% | -12.9% | +1.8% |
| 6M | +3.5% | +36.3% | -32.8% | -7.1% |
| YTD | -10.1% | +27.8% | -37.9% | -18.7% |
| 1Y | +6.2% | -0.1% | +6.2% | +3.8% |
| 3Y | -5.4% | -33.3% | +27.9% | +2.8% |
| 5Y | -27.9% | -67.1% | +39.2% | +0.8% |
| All | -27.9% | -67.6% | +39.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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