+204.4%
DHR vs EXEL
+386.3%
-181.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -5.0% | -2.9% | -2.1% | -4.6% |
| 30D | -3.3% | +11.9% | -15.2% | -4.8% |
| 3M | +9.4% | +9.2% | +0.2% | +8.0% |
| 6M | +3.2% | +39.1% | -35.9% | -1.7% |
| YTD | -12.0% | +31.0% | -43.1% | -15.6% |
| 1Y | +4.9% | +52.3% | -47.4% | -1.6% |
| 3Y | -7.4% | +159.7% | -167.1% | -20.9% |
| 5Y | -29.8% | +187.7% | -217.5% | -41.6% |
| All | +204.4% | +386.3% | -181.9% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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