+95.6%
LLY vs DHR
-7.4%
+103.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -5.1% | +0.2% | -5.3% | -5.2% |
| 3M | -2.1% | +12.1% | -14.1% | -6.0% |
| 6M | +13.8% | +5.4% | +8.4% | +11.0% |
| YTD | +5.1% | -10.0% | +15.1% | +7.8% |
| 1Y | +53.1% | +4.1% | +49.0% | +49.7% |
| 3Y | +95.6% | -5.2% | +100.8% | +103.8% |
| All | +95.6% | -7.4% | +103.1% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling