+53,005.7%
DHR vs TMO
+8,096.9%
+44,908.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -5.0% | -2.5% | -2.5% | -3.9% |
| 30D | -3.3% | -0.3% | -3.0% | -3.1% |
| 3M | +9.4% | +25.3% | -15.8% | -0.5% |
| 6M | +3.2% | +20.9% | -17.7% | -4.9% |
| YTD | -12.0% | +4.3% | -16.3% | -13.6% |
| 1Y | +4.9% | +27.0% | -22.1% | -5.1% |
| 3Y | -7.4% | +17.5% | -24.9% | -13.0% |
| 5Y | -29.8% | +6.9% | -36.7% | -30.7% |
| 10Y | +209.1% | +332.0% | -122.9% | +87.2% |
| All | +53,005.7% | +8,096.9% | +44,908.7% | +11,116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling