+2,413.6%
IBM vs DHR
+56,727.0%
-54,313.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -0.3% | -3.9% | +3.6% | +0.8% |
| 30D | +0.3% | +4.0% | -3.7% | -0.9% |
| 3M | -21.6% | +11.5% | -33.1% | -24.4% |
| 6M | -4.7% | +1.9% | -6.6% | -5.8% |
| YTD | -19.1% | -8.9% | -10.2% | -17.6% |
| 1Y | -2.5% | +5.1% | -7.6% | -5.1% |
| 3Y | +74.2% | -10.3% | +84.4% | +74.3% |
| 5Y | +113.1% | -27.8% | +140.9% | +122.4% |
| 10Y | +133.5% | +203.6% | -70.1% | +57.6% |
| All | +2,413.6% | +56,727.0% | -54,313.4% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling