+249.8%
DHR vs EXEL
+320.7%
-71.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +3.7% | +13.1% | -9.4% | +1.8% |
| 3M | +14.5% | +36.3% | -21.8% | +9.4% |
| 6M | +40.9% | +34.5% | +6.4% | +34.8% |
| YTD | +2.4% | +57.4% | -55.0% | -4.5% |
| 1Y | +6.1% | +62.9% | -56.8% | -1.6% |
| 3Y | +21.0% | +229.5% | -208.5% | -1.0% |
| 5Y | -11.4% | +281.2% | -292.6% | -30.0% |
| All | +249.8% | +320.7% | -71.0% | +163.6% |
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