-8.2%
DHR vs GILD
+108.6%
-116.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | -4.8% | +1.2% | -2.4% |
| 30D | -2.7% | +5.8% | -8.5% | -4.2% |
| 3M | +10.9% | +14.9% | -4.0% | +6.9% |
| 6M | +3.0% | -0.4% | +3.4% | +2.8% |
| YTD | -12.2% | +18.5% | -30.7% | -16.4% |
| 1Y | +3.3% | +25.1% | -21.8% | -3.0% |
| 3Y | -8.2% | +105.9% | -114.1% | -19.8% |
| All | -8.2% | +108.6% | -116.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 3y: compounded portfolio wealth divided by compounded GILD 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…
3y analysis · Full analysis span regression · 6 months rolling