+139,934.1%
MSFT vs DHR
+63,779.9%
+76,154.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.7% |
| 30D | -1.8% | +3.7% | -5.5% | -3.1% |
| 3M | +5.6% | +14.5% | -8.9% | +0.2% |
| 6M | +29.8% | +40.9% | -11.1% | +13.1% |
| YTD | +9.0% | +2.4% | +6.6% | +6.5% |
| 1Y | +4.9% | +6.1% | -1.2% | +0.9% |
| 3Y | +46.2% | +21.0% | +25.2% | +29.9% |
| 5Y | +62.1% | -11.4% | +73.5% | +60.6% |
| 10Y | +899.6% | +241.8% | +657.8% | +512.9% |
| All | +139,934.1% | +63,779.9% | +76,154.2% | +15,964.1% |
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