-28.0%
DHR vs TMO
+7.9%
-35.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.1% |
| 7D | -3.6% | -0.6% | -3.0% | -3.1% |
| 30D | -2.7% | +1.1% | -3.9% | -3.6% |
| 3M | +10.9% | +28.3% | -17.4% | -9.9% |
| 6M | +3.0% | +23.3% | -20.2% | -14.2% |
| YTD | -12.2% | +5.5% | -17.7% | -16.7% |
| 1Y | +3.3% | +24.5% | -21.2% | -15.1% |
| 3Y | -8.2% | +19.6% | -27.8% | -23.0% |
| All | -28.0% | +7.9% | -35.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 5y: compounded portfolio wealth divided by compounded TMO 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…
5y analysis · Full analysis span regression · 6 months rolling