+203.8%
DHR vs TEVA
-22.9%
+226.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -3.6% | +2.0% | -5.6% | -3.9% |
| 30D | -2.7% | +1.0% | -3.7% | -2.9% |
| 3M | +10.9% | +7.3% | +3.6% | +9.8% |
| 6M | +3.0% | +21.7% | -18.7% | +0.2% |
| YTD | -12.2% | +18.8% | -31.0% | -14.4% |
| 1Y | +3.3% | +86.5% | -83.2% | -5.1% |
| 3Y | -8.2% | +269.4% | -277.6% | -23.3% |
| 5Y | -29.9% | +303.6% | -333.5% | -42.9% |
| All | +203.8% | -22.9% | +226.7% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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