-2.9%
IBM vs DHR
+3.6%
-6.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.6% | -3.6% | +7.2% | +4.4% |
| 30D | +3.1% | -2.7% | +5.8% | +3.7% |
| 3M | -10.8% | +10.9% | -21.8% | -12.9% |
| 6M | -0.8% | +3.0% | -3.9% | -2.3% |
| YTD | -16.2% | -12.2% | -4.0% | -15.8% |
| 1Y | -2.9% | +3.3% | -6.2% | -3.2% |
| All | -2.9% | +3.6% | -6.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling