+3,036.4%
DHR vs SNY
+241.9%
+2,794.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -3.3% | -0.3% | -2.4% |
| 30D | -2.7% | -2.2% | -0.6% | -1.9% |
| 3M | +10.9% | -3.0% | +14.0% | +12.1% |
| 6M | +3.0% | +2.7% | +0.3% | +1.7% |
| YTD | -12.2% | -6.8% | -5.4% | -10.1% |
| 1Y | +3.3% | -5.3% | +8.6% | +5.1% |
| 3Y | -8.2% | -9.8% | +1.6% | -6.9% |
| 5Y | -29.9% | +9.7% | -39.6% | -35.5% |
| 10Y | +208.5% | +64.5% | +144.0% | +136.8% |
| All | +3,036.4% | +241.9% | +2,794.4% | +1,464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling