+51.2%
MSFT vs DHR
-7.4%
+58.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -1.0% | +0.2% | -1.3% | -1.1% |
| 3M | +20.2% | +12.1% | +8.1% | +17.6% |
| 6M | +21.3% | +5.4% | +15.9% | +19.7% |
| YTD | +2.8% | -10.0% | +12.8% | +4.2% |
| 1Y | 0.0% | +4.1% | -4.1% | -1.8% |
| 3Y | +51.2% | -5.2% | +56.4% | +51.3% |
| All | +51.2% | -7.4% | +58.7% | +51.3% |
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 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