+21,831.6%
LLY vs DHR
+63,544.2%
-41,712.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +4.6% | +2.6% | +2.0% | +3.9% |
| 30D | +22.4% | +4.2% | +18.2% | +20.9% |
| 3M | +17.1% | +13.0% | +4.1% | +13.0% |
| 6M | +44.6% | +40.2% | +4.5% | +31.0% |
| YTD | +33.5% | +2.0% | +31.4% | +31.6% |
| 1Y | +41.1% | +6.6% | +34.5% | +37.4% |
| 3Y | +143.8% | +19.9% | +123.8% | +126.8% |
| 5Y | +473.4% | -11.7% | +485.1% | +469.8% |
| 10Y | +2,035.0% | +240.6% | +1,794.4% | +1,369.5% |
| All | +21,831.6% | +63,544.2% | -41,712.5% | +4,483.3% |
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 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