+21,596.1%
LLY vs DHR
+64,355.6%
-42,759.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.7% |
| 7D | +0.1% | +3.1% | -3.1% | -0.8% |
| 30D | +19.7% | +7.0% | +12.8% | +17.5% |
| 3M | +19.3% | +15.0% | +4.2% | +14.5% |
| 6M | +49.3% | +37.9% | +11.4% | +35.8% |
| YTD | +32.0% | +3.3% | +28.7% | +29.7% |
| 1Y | +53.7% | +12.8% | +40.9% | +47.4% |
| 3Y | +143.7% | +22.4% | +121.4% | +125.6% |
| 5Y | +463.9% | -9.1% | +473.0% | +455.8% |
| 10Y | +2,006.3% | +247.9% | +1,758.4% | +1,341.5% |
| All | +21,596.1% | +64,355.6% | -42,759.5% | +4,418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling