+204.4%
DHR vs CVS
+42.0%
+162.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -5.0% | -2.0% | -3.0% | -4.6% |
| 30D | -3.3% | +1.9% | -5.2% | -3.9% |
| 3M | +9.4% | -2.2% | +11.6% | +9.5% |
| 6M | +3.2% | +26.7% | -23.6% | -3.2% |
| YTD | -12.0% | +22.9% | -34.9% | -17.3% |
| 1Y | +4.9% | +32.9% | -28.0% | -3.4% |
| 3Y | -7.4% | +62.3% | -69.6% | -21.1% |
| 5Y | -29.8% | +34.2% | -64.0% | -37.1% |
| All | +204.4% | +42.0% | +162.4% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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