+247.9%
DHR vs SWK
+32.9%
+215.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.2% |
| 7D | +3.1% | +10.7% | -7.5% | -0.2% |
| 30D | +7.0% | +33.3% | -26.4% | -2.4% |
| 3M | +15.0% | +14.7% | +0.4% | +9.8% |
| 6M | +37.9% | +48.5% | -10.6% | +20.8% |
| YTD | +3.3% | +63.9% | -60.6% | -13.0% |
| 1Y | +12.8% | +80.4% | -67.6% | -8.0% |
| 3Y | +22.4% | +58.1% | -35.7% | +0.8% |
| 5Y | -9.1% | -24.5% | +15.4% | -10.3% |
| 10Y | +247.9% | +29.5% | +218.5% | +180.5% |
| All | +247.9% | +32.9% | +215.1% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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