+1,580.3%
LLY vs DHR
+209.6%
+1,370.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | -2.4% | -0.7% | -2.2% |
| 30D | -8.6% | -2.2% | -6.5% | -7.9% |
| 3M | -1.6% | +9.0% | -10.6% | -5.5% |
| 6M | +11.8% | +3.5% | +8.4% | +9.2% |
| YTD | +5.1% | -10.1% | +15.3% | +8.4% |
| 1Y | +50.7% | +6.2% | +44.5% | +45.3% |
| 3Y | +95.7% | -5.4% | +101.0% | +92.3% |
| 5Y | +390.2% | -27.9% | +418.1% | +431.3% |
| 10Y | +1,580.3% | +215.7% | +1,364.6% | +699.4% |
| All | +1,580.3% | +209.6% | +1,370.7% | +699.4% |
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