+82.2%
IBM vs DHR
+21.0%
+61.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | +9.2% | +3.7% | +5.5% | +8.4% |
| 3M | +4.9% | +14.5% | -9.6% | +1.8% |
| 6M | +16.8% | +40.9% | -24.2% | +7.8% |
| YTD | -14.3% | +2.4% | -16.7% | -15.5% |
| 1Y | -16.7% | +6.1% | -22.8% | -18.5% |
| 3Y | +82.2% | +21.0% | +61.2% | +74.1% |
| All | +82.2% | +21.0% | +61.2% | +74.1% |
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