+17,561.1%
LLY vs DHR
+56,727.0%
-39,165.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -2.1% | -3.9% | +1.7% | -1.1% |
| 30D | -1.6% | +4.0% | -5.6% | -2.7% |
| 3M | +2.3% | +11.5% | -9.2% | -1.2% |
| 6M | +14.9% | +1.9% | +13.0% | +13.5% |
| YTD | +7.5% | -8.9% | +16.4% | +9.4% |
| 1Y | +55.7% | +5.1% | +50.6% | +52.3% |
| 3Y | +110.6% | -10.3% | +120.9% | +111.9% |
| 5Y | +363.4% | -27.8% | +391.2% | +387.0% |
| 10Y | +1,649.0% | +203.6% | +1,445.3% | +1,143.7% |
| All | +17,561.1% | +56,727.0% | -39,165.9% | +3,713.0% |
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