+133,470.8%
MSFT vs DHR
+56,727.0%
+76,743.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -2.7% | -3.9% | +1.2% | -1.3% |
| 30D | +2.7% | +4.0% | -1.3% | +1.1% |
| 3M | +17.0% | +11.5% | +5.5% | +11.4% |
| 6M | +23.8% | +1.9% | +22.0% | +21.5% |
| YTD | +4.0% | -8.9% | +12.9% | +6.2% |
| 1Y | -0.8% | +5.1% | -5.9% | -4.7% |
| 3Y | +55.6% | -10.3% | +65.9% | +54.5% |
| 5Y | +72.9% | -27.8% | +100.7% | +84.9% |
| 10Y | +875.8% | +203.6% | +672.2% | +525.6% |
| All | +133,470.8% | +56,727.0% | +76,743.8% | +15,924.6% |
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