+72.4%
IBM vs DHR
-7.4%
+79.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -1.5% | +0.2% | -1.7% | -1.6% |
| 3M | -16.8% | +12.1% | -28.8% | -19.1% |
| 6M | -9.0% | +5.4% | -14.4% | -10.5% |
| YTD | -20.1% | -10.0% | -10.1% | -18.8% |
| 1Y | -7.0% | +4.1% | -11.1% | -8.7% |
| 3Y | +72.4% | -5.2% | +77.6% | +68.0% |
| All | +72.4% | -7.4% | +79.8% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling