+49.8%
LLY vs DHR
+4.1%
+45.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | -3.2% | -5.0% | +1.8% | -1.5% |
| 30D | -7.4% | -3.3% | -4.1% | -6.5% |
| 3M | -1.0% | +9.4% | -10.5% | -5.2% |
| 6M | +12.5% | +3.2% | +9.4% | +10.1% |
| YTD | +5.0% | -12.0% | +17.0% | +11.4% |
| 1Y | +49.8% | +4.9% | +44.9% | +40.6% |
| All | +49.8% | +4.1% | +45.7% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling