+139,699.0%
MSFT vs DHR
+63,544.2%
+76,154.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -2.4% | +2.6% | -5.0% | -3.3% |
| 30D | -3.8% | +4.2% | -7.9% | -5.2% |
| 3M | +6.4% | +13.0% | -6.6% | +1.4% |
| 6M | +28.8% | +40.2% | -11.4% | +12.4% |
| YTD | +8.8% | +2.0% | +6.8% | +6.4% |
| 1Y | +3.2% | +6.6% | -3.4% | -1.0% |
| 3Y | +44.8% | +19.9% | +24.9% | +29.0% |
| 5Y | +61.8% | -11.7% | +73.6% | +60.6% |
| 10Y | +897.9% | +240.6% | +657.4% | +512.7% |
| All | +139,699.0% | +63,544.2% | +76,154.8% | +15,959.0% |
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