+361.5%
LLY vs DHR
-28.0%
+389.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 6M | +13.8% | +5.4% | +8.4% | +11.1% |
| YTD | +5.1% | -10.0% | +15.1% | +7.6% |
| 1Y | +53.1% | +4.1% | +49.0% | +49.8% |
| 3Y | +95.6% | -5.2% | +100.8% | +93.8% |
| 5Y | +361.5% | -28.2% | +389.7% | +413.3% |
| All | +361.5% | -28.0% | +389.5% | +413.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling