+2,077.5%
LLY vs DHR
+242.1%
+1,835.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +6.6% | +1.2% | +5.4% | +6.2% |
| 30D | +19.4% | +3.7% | +15.7% | +17.7% |
| 3M | +19.6% | +14.5% | +5.1% | +13.3% |
| 6M | +42.6% | +40.9% | +1.6% | +23.9% |
| YTD | +35.0% | +2.4% | +32.6% | +32.2% |
| 1Y | +42.0% | +6.1% | +35.9% | +37.1% |
| 3Y | +140.5% | +21.0% | +119.5% | +114.8% |
| 5Y | +479.9% | -11.4% | +491.3% | +475.7% |
| All | +2,077.5% | +242.1% | +1,835.4% | +901.2% |
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