+61,719.3%
DHR vs VMC
+3,457.0%
+58,262.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | +1.2% | -1.3% | +2.5% | +1.6% |
| 30D | +3.7% | +15.5% | -11.8% | -1.0% |
| 3M | +14.5% | +0.6% | +13.9% | +14.0% |
| 6M | +40.9% | +2.1% | +38.9% | +39.4% |
| YTD | +2.4% | -1.6% | +4.0% | +2.0% |
| 1Y | +6.1% | -1.2% | +7.3% | +5.6% |
| 3Y | +21.0% | +35.3% | -14.3% | +8.2% |
| 5Y | -11.4% | +43.6% | -55.0% | -22.9% |
| 10Y | +241.8% | +126.7% | +115.1% | +140.3% |
| All | +61,719.3% | +3,457.0% | +58,262.2% | +17,943.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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