+2,024.1%
LLY vs DHR
+246.3%
+1,777.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.6% | +2.6% | -1.0% | +0.7% |
| 30D | +21.5% | +7.4% | +14.0% | +18.1% |
| 3M | +16.4% | +13.0% | +3.5% | +10.9% |
| 6M | +51.5% | +38.5% | +13.0% | +32.5% |
| YTD | +33.9% | +3.8% | +30.2% | +30.5% |
| 1Y | +49.1% | +12.6% | +36.5% | +40.7% |
| 3Y | +144.6% | +22.0% | +122.6% | +117.9% |
| 5Y | +466.3% | -9.5% | +475.9% | +457.3% |
| 10Y | +2,024.1% | +249.4% | +1,774.8% | +875.4% |
| All | +2,024.1% | +246.3% | +1,777.9% | +875.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling