+54,149.7%
DHR vs SONY
+514.2%
+53,635.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.4% | -4.9% | +2.5% | -1.1% |
| 30D | -2.2% | -1.6% | -0.6% | -1.8% |
| 3M | +9.0% | +10.0% | -1.0% | +6.0% |
| 6M | +3.5% | +8.4% | -4.9% | +0.6% |
| YTD | -10.1% | -8.4% | -1.7% | -8.8% |
| 1Y | +6.2% | -18.4% | +24.5% | +10.7% |
| 3Y | -5.4% | +41.0% | -46.3% | -16.0% |
| 5Y | -27.9% | +9.3% | -37.2% | -32.4% |
| 10Y | +215.7% | +281.7% | -66.0% | +109.3% |
| All | +54,149.7% | +514.2% | +53,635.5% | +27,006.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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